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Testing for drift in a time series
Busetti, Fabio (contributor); Harvey, Andrew C. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
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When is a copula constant? : a test for changing relationships
Busetti, Fabio; Harvey, Andrew C. - 2008
Persistent link: https://www.econbiz.de/10003851035
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Tests of time-invariance
Busetti, Fabio (contributor); Harvey, Andrew C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003565808
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Two EGARCH models and one fat tail
Caivano, Michele; Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009772443
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Time series models with an EGB2 conditional distribution
Caivano, Michele; Harvey, Andrew C. - 2013
Persistent link: https://www.econbiz.de/10009772448