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~person:"Harvey, Andrew C."
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Search: subject_exact:"Volatilität"
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Harvey, Andrew C.
McAleer, Michael
299
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236
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178
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145
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113
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ECONIS (ZBW)
14
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
3
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
Saved in:
4
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
5
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
Saved in:
6
Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009766496
Saved in:
7
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
8
Long memory in stochastic volatility
Harvey, Andrew C.
- In:
Forecasting volatility in the financial markets
,
(pp. 351-363)
.
2007
Persistent link: https://www.econbiz.de/10003873010
Saved in:
9
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
10
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
1
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