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Long memory in stochastic volatility
Harvey, Andrew C. - In: Forecasting volatility in the financial markets, (pp. 351-363). 2007
Persistent link: https://www.econbiz.de/10003873010
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Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009766496
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Exponential conditional volatility models
Harvey, Andrew C. - 2010
Persistent link: https://www.econbiz.de/10008649425
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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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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Modeling the interactions between volatility and returns
Harvey, Andrew C.; Lange, Rutger-Jan - 2015
Persistent link: https://www.econbiz.de/10011312241
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[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo - In: Journal of economic literature 51 (2013) 4, pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.; Streibel, Mariane - 1996
Persistent link: https://www.econbiz.de/10000934056
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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