Browsing by Author Harvey, Andrew C

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PreviewIssue DateTitleAuthor(s)
0660.pdfFeb-2007Quantiles, Expectiles and SplinesDe Rossi, Giuliano; Harvey, Andrew C
wp0237.pdf16-Jun-2004Testing for Drift in a Time SeriesBusetti, Fabio; Harvey, Andrew C
0657.pdfMar-2007Tests of time-invarianceBusetti, Fabio; Harvey, Andrew C
cwpe0649.pdfJul-2006Time-Varying QuantilesHarvey, Andrew C; De Rossi, Giuliano
0841.pdfSep-2008When is a copula constant? A test for changing relationshipsBusetti, Fabio; Harvey, Andrew C

Showing results 8 to 12 of 12

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