Browsing by Author Harvey, Andrew

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PreviewIssue DateTitleAuthor(s)
cwpe1240.pdf26-Sep-2012The Dynamic Location/Scale ModelAndres, Philipp; Harvey, Andrew
cwpe1236.pdf17-Aug-2012EGARCH models with fat tails, skewness and leverageHarvey, Andrew; Sucarrat, Genaro
cwpe1040.pdf24-Aug-2010Exponential Conditional Volatility ModelsHarvey, Andrew

Showing results 1 to 3 of 3