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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
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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752
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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
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Time-Varying Quantiles
Rossi, Giuliano De (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360337
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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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A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - 2019
Persistent link: https://www.econbiz.de/10012703124
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Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.; Thiele, Stephen - 2017
Persistent link: https://www.econbiz.de/10012423749