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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - In: Journal of empirical finance 38 (2016), pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
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Score-driven time series models
Harvey, Andrew C. - 2021
Persistent link: https://www.econbiz.de/10013257426
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Two EGARCH models and one fat tail
Caivano, Michele; Harvey, Andrew C. - 2014
Persistent link: https://www.econbiz.de/10010495720
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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - 2014
Persistent link: https://www.econbiz.de/10010504846
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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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Exponential conditional volatility models
Harvey, Andrew C. - 2010
Persistent link: https://www.econbiz.de/10008649425
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Forecasting with unobserved components time series models
Harvey, Andrew C. - 2006
Persistent link: https://www.econbiz.de/10003338431
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - 2019
Persistent link: https://www.econbiz.de/10012703124
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Time series
Harvey, Andrew C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000898299
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The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.; Koopman, Siem Jan; Riani, Marco - 1995
Persistent link: https://www.econbiz.de/10000906280