//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Harvey, David I."
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Part-time bayesians : incentiv...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
29
Theory
29
Einheitswurzeltest
14
Unit root test
14
Time series analysis
13
Zeitreihenanalyse
13
Estimation
8
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Bubbles
7
Börsenkurs
7
Spekulationsblase
7
Explosive autoregression
5
Statistical test
5
Statistischer Test
5
Structural break
5
Strukturbruch
5
Volatility
4
Volatilität
4
Cointegration
3
Kointegration
3
Regression analysis
3
Regressionsanalyse
3
rational bubble
3
Break date estimation
2
Capital income
2
Financial market
2
Finanzmarkt
2
G7 countries
2
G7-Staaten
2
Kapitaleinkommen
2
Persistence
2
Predictive regression
2
Probability theory
2
Rational bubble
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Harvey, David I.
Gupta, Rangan
21
Jarrow, Robert A.
14
Subrahmanyam, Avanidhar
13
Timmermann, Allan
13
O'Hara, Maureen
11
Ryu, Doojin
11
He, Xue-zhong
10
Westerhoff, Frank H.
10
Wohar, Mark E.
10
Yang, Chunpeng
10
Caporale, Guglielmo Maria
9
Faff, Robert W.
9
Foucault, Thierry
9
Garcia, René
9
Hautsch, Nikolaus
9
Lux, Thomas
9
Madhavan, Ananth Narayan
9
Viswanathan, S.
9
Easley, David
8
Gil-Alaña, Luis A.
8
Levy, Haim
8
Pierdzioch, Christian
8
Titman, Sheridan
8
Xiong, Xiong
8
Yang, Liyan
8
Allen, Franklin
7
Dai, Zhifeng
7
Dow, James
7
Gorton, Gary
7
Hudson, Robert
7
Leybourne, Stephen James
7
Lo, Andrew W.
7
McMillan, David G.
7
Noussair, Charles
7
Shleifer, Andrei
7
Wong, Wing Keung
7
Zhang, Wei
7
Zhang, Yongjie
7
Bossaerts, Peter L.
6
more ...
less ...
Published in...
All
Econometric reviews
3
Journal of empirical finance
2
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
2
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
7
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->