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Dynamic distributions and changing copulas
Harvey, Andrew C.
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2008
Persistent link: https://www.econbiz.de/10003851026
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2
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
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3
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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4
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
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5
Modeling the Phillips curve with unobserved components
Harvey, Andrew C.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003671185
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6
Quantiles, expectiles and splines
Rossi, Giuliano De
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003565797
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7
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
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8
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
9
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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10
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
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2015
Persistent link: https://www.econbiz.de/10011312241
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