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~isPartOf:"Cambridge working papers in economics"
~person:"Ané, Thierry"
~person:"Bottazzi, Giulio"
~person:"Harvey, Andrew C."
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Search: subject_exact:"Probability distribution"
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Ané, Thierry
Bottazzi, Giulio
Harvey, Andrew C.
Sancetta, Alessio
4
Caivano, Michele
2
Palumbo, Dario
2
Satchell, Stephen
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Ahmed, Muhammad Farid
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ECONIS (ZBW)
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1
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
3
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
Saved in:
4
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
5
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772443
Saved in:
6
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
7
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
8
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
9
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
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