Andrew HARVEY

Position
Visiting scholar
Website
www.unive.it/people/andrew.harvey (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics

Publications

Year Type Publication
Year Type Publication
2024 Journal Article Harvey, Andrew; Hurn, Stan; Palumbo, Dario; Thiele, Stephen Modelling circular time series in JOURNAL OF ECONOMETRICS, vol. 1 (ISSN 0304-4076)
DOI - ARCA card: 10278/5022120
2023 Journal Article Harvey, Andrew; Palumbo, Dario Regime switching models for circular and linear time series in JOURNAL OF TIME SERIES ANALYSIS, vol. 1 (ISSN 0143-9782)
DOI - ARCA card: 10278/5012745
2023 Journal Article Harvey, Andrew; Palumbo, Dario Score-driven models for realized volatility in JOURNAL OF ECONOMETRICS, vol. 1 (ISSN 0304-4076)
DOI - ARCA card: 10278/5022121