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Judging the judges through accuracy-implication metrics: The case of inventory forecasting
Harris, Richard D.F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10008378738
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Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly
Harris, Richard D.F.; Yilmaz, Fatih - In: European journal of operational research : EJOR 188 (2008) 3, pp. 846-853
Persistent link: https://www.econbiz.de/10007905783
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Skewness in the conditional distribution of daily equity returns
Harris, Richard D.F.; Coskun Küçüközmen, C.; … - In: Applied financial economics 14 (2004) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10007651370
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A cyclical model of exchange rate volatility
Harris, Richard D.F.; Stoja, Evarist; Yilmaz, Fatih - In: Journal of banking & finance 35 (2011) 11, pp. 3055-3065
Persistent link: https://www.econbiz.de/10009290653
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A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D.F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1586
Persistent link: https://www.econbiz.de/10008895822
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Bias in the estimation of non-linear transformations of the integrated variance of returns
Harris, Richard D.F.; Guermat, Cherif - In: Journal of forecasting 25 (2006) 7, pp. 481-494
Persistent link: https://www.econbiz.de/10007384899
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Estimation of VaR with Bias-Corrected Forecasts of Conditional Volatility
Harris, Richard D.F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20
Persistent link: https://www.econbiz.de/10005926808
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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Harris, Richard D.F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10006880811
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D.F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10006785379
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Hedging and value at risk
Harris, Richard D.F.; Shen, Jian - In: The journal of futures markets 26 (2006) 4, pp. 369-390
Persistent link: https://www.econbiz.de/10006808949