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Dynamic distributions and changing copulas
Harvey, Andrew C. - 2008
Persistent link: https://www.econbiz.de/10003851026
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Beta-t-(E)GARCH
Harvey, Andrew C.; Chakravarty, Tirthankar - 2008
Persistent link: https://www.econbiz.de/10003851030
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When is a copula constant? : a test for changing relationships
Busetti, Fabio; Harvey, Andrew C. - 2008
Persistent link: https://www.econbiz.de/10003851035
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Exponential conditional volatility models
Harvey, Andrew C. - 2010
Persistent link: https://www.econbiz.de/10008649425
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Modeling the Phillips curve with unobserved components
Harvey, Andrew C. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003671185
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Quantiles, expectiles and splines
Rossi, Giuliano De (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565797
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Tests of time-invariance
Busetti, Fabio (contributor); Harvey, Andrew C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003565808
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EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.; Sucarrat, Genaro - 2012
Persistent link: https://www.econbiz.de/10009579884
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Volatility modeling with a generalized t-distribution
Harvey, Andrew C.; Lange, Rutger-Jan - 2015
Persistent link: https://www.econbiz.de/10011285967
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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