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~isPartOf:"Journal of econometrics"
~person:"Harvey, Andrew C."
~subject:"Schätztheorie"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Harvey, Andrew C.
Phillips, Peter C. B.
20
Swanson, Norman R.
10
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9
Koop, Gary
9
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7
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Journal of econometrics
Cambridge working papers in economics
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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
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2
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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3
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
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