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Volatility
Theorie
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110
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Mills, Terence C.
8
Harvey, David I.
6
Leybourne, Stephen James
5
Taylor, Robert
3
Zu, Yang
3
Cavaliere, Giuseppe
2
Astill, Sam
1
Davis, Christopher G.
1
Harvey, David
1
Karemera, David
1
Leybourne, Stephen J.
1
Muhammad, Andrew
1
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Taylor, A. M. Robert
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Econometric theory
2
Physica A: Statistical Mechanics and its Applications
2
Agribusiness : an internat. journal
1
CREATES Research Paper
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Cliometrica : journal of historical economics and econometric history
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Cliometrica, Journal of Historical Economics and Econometric History
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ECONIS (ZBW)
12
RePEc
3
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1
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
2
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:
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
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
5
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
6
The impact of exchange rate volatility on world broiler trade
Davis, Christopher G.
;
Muhammad, Andrew
;
Karemera, David
; …
- In:
Agribusiness : an internat. journal
30
(
2014
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10010339260
Saved in:
7
Exploring historical economic relationships : two and a half centuries of British interest rates and inflation
Mills, Terence C.
- In:
Cliometrica : journal of historical economics and …
2
(
2008
)
3
,
pp. 213-228
Persistent link: https://www.econbiz.de/10003761293
Saved in:
8
Business cycle volatility and economic growth : a reassessment
Mills, Terence C.
- In:
Journal of post-Keynesian economics : JPKE
23
(
2000
)
1
,
pp. 107-116
Persistent link: https://www.econbiz.de/10001533435
Saved in:
9
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
10
The econometric modelling of financial time series
Mills, Terence C.
-
1993
Persistent link: https://www.econbiz.de/10013493861
Saved in:
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