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~subject:"Capital mobility"
~subject:"State space model"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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Harvey, Andrew C.
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Convergence and cycles in the euro-zone
Carvalho, Vasco M.
;
Harvey, Andrew C.
- In:
Monographs of official statistics : papers and …
,
(pp. 191-215)
.
2004
Persistent link: https://www.econbiz.de/10003398180
Saved in:
2
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:
3
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
4
Readings in unobserved components models
Harvey, Andrew C.
(
ed.
);
Proietti, Tommaso
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002421308
Saved in:
5
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
6
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
7
The Asian bet
Harvey, Campbell R.
;
Roper, Andrew H.
- In:
Financial markets and development : the crisis in …
,
(pp. 29-115)
.
1999
Persistent link: https://www.econbiz.de/10001575796
Saved in:
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