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~person:"Harvey, Andrew C."
~subject:"Bayes-Statistik"
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Working Paper"
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Harvey, Andrew C.
Dijk, Herman K. van
4
Trimbur, Thomas M.
3
Busetti, Fabio
2
Chakravarty, Tirthankar
1
Ghysels, Eric
1
Lange, Rutger-Jan
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ECONIS (ZBW)
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Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
Saved in:
2
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
3
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
4
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
Saved in:
5
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
6
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
7
Trends and cyclesin economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003092842
Saved in:
8
Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452521
Saved in:
9
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
);
Trimbur, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726438
Saved in:
10
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
Saved in:
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