Andrew C. Harvey
Affiliations: | Economics | London School of Economics, London, England, United Kingdom |
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Publications
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| Harvey A, Kattuman P. (2021) A farewell to : time-series models for tracking and forecasting epidemics. Journal of the Royal Society, Interface. 18: 20210179 |
| Harvey A, Ito R. (2020) Modeling time series when some observations are zero Journal of Econometrics. 214: 33-45 |
| Harvey A, Lange R. (2018) Modeling the Interactions between Volatility and Returns using EGARCH-M Journal of Time Series Analysis. 39: 909-919 |
| Harvey A, Lange R. (2017) Volatility Modeling with a Generalized t Distribution Journal of Time Series Analysis. 38: 175-190 |
| Harvey A, Thiele S. (2016) Testing against Changing Correlation Journal of Empirical Finance. 38: 575-589 |
| Caivano M, Harvey A, Luati A. (2016) Robust time series models with trend and seasonal components Series. 7: 99-120 |
| Caivano M, Harvey A. (2014) Time‐series models with an EGB2 conditional distribution Journal of Time Series Analysis. 35: 558-571 |
| Harvey A, Luati A. (2014) Filtering With Heavy Tails Journal of the American Statistical Association. 109: 1112-1122 |
| Kontoghiorghes EJ, Van Dijk HK, Belsley DA, et al. (2014) CFEnetwork: The Annals of computational and financial econometrics: 2nd issue Computational Statistics and Data Analysis. 76: 1-3 |
| Harvey A, Sucarrat G. (2014) EGARCH models with fat tails, skewness and leverage Computational Statistics & Data Analysis. 76: 320-338 |