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Time series
Harvey, Andrew C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000898299
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Time series ; 1
Harvey, Andrew C. (ed.) - 1994
Persistent link: https://www.econbiz.de/10000898300
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Time series ; 2
Harvey, Andrew C. (ed.) - 1994
Persistent link: https://www.econbiz.de/10000898301
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Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
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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