//--> //--> //-->
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
~language:"eng"
~person:"Dijk, Herman K. van"
~person:"Lange, Rutger-Jan"
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
Search: "Harvey, Andrew"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
6
Zeitreihenanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
State space model
3
Zustandsraummodell
3
ARCH model
2
ARCH-Modell
2
Capital market returns
1
Dynamic conditional score (DCS) model
1
Experiment
1
Kapitalmarktrendite
1
Risikoprämie
1
Risk premium
1
Robust statistics
1
Robustes Verfahren
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
dynamic conditional score (DCS) model
1
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
6
Working Paper
6
Graue Literatur
4
Non-commercial literature
4
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
more ...
less ...
Language
All
English
Undetermined
1
Author
All
Dijk, Herman K. van
Lange, Rutger-Jan
Harvey, Andrew C.
136
Harvey, Andrew
21
Busetti, Fabio
20
Koopman, Siem Jan
12
Caivano, Michele
8
Harvey, Andrew S.
8
Trimbur, Thomas M.
8
Carvalho, Vasco M.
7
Forni, Lorenzo
5
Shephard, Neil G.
5
Thiele, Stephen
5
Venditti, Fabrizio
5
Fabiani, Silvia
4
Ghysels, Eric
3
Jäger, Albert
3
Kattuman, Paul A.
3
Luati, Alessandra
3
Nyblom, Jukka
3
Palumbo, Dario
3
Proietti, Tommaso
3
Rossi, Giuliano De
3
Scott, Andrew
3
Stock, James H.
3
Streibel, Mariane
3
Bernstein, Jared
2
Elliott, David H.
2
Harvey, Jackie
2
Harvey, John
2
Harvey, Mark
2
Ito, Ryoko
2
McMeekin, Andrew
2
Mukhopadhyay, Arun K.
2
Oryshchenko, Vitaliy
2
Penzer, Jeremy
2
Pereira, Pedro L. Valls
2
Renault, Eric
2
Riani, Marco
2
Robson, Andrew
2
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
Cambridge working papers in economics
3
Econometric Institute research papers
3
Growth and cycle in the Euro-zone
1
Journal of Time Series Analysis
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
8
Other ZBW resources
1
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
Saved in:
2
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
Saved in:
3
Trends and cyclesin economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003092842
Saved in:
4
Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452521
Saved in:
5
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
);
Trimbur, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726438
Saved in:
6
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
Saved in:
7
Modeling the Interactions between Volatility and Returns using EGARCH-M
Harvey, Andrew
;
Lange, Rutger-Jan
- In:
Journal of Time Series Analysis
39
(
2018
)
6
,
pp. 909-919
Persistent link: https://www.econbiz.de/10012094944
Saved in:
8
Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Growth and cycle in the Euro-zone
,
(pp. 76-89)
.
2006
Persistent link: https://www.econbiz.de/10003412113
Saved in:
9
Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.
;
Trimbur, Thomas M.
;
Dijk, Herman K. van
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->