Browse By Person: Thiele, Stephen

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type
Jump to: 2024 | 2021 | 2020 | 2019 | 2016
Number of items: 6.

2024

Harvey, Andrew, , Palumbo, Dario, & (2024) Modelling circular time series. Journal of Econometrics, 239(1), Article number: 105450.
Number of citations in Scopus 1

2021

Harvey, Andrew & (2021) Cointegration and control: Assessing the impact of events using time series data. Journal of Applied Econometrics, 36(1), pp. 71-85.
Number of citations in Scopus 4
Number of citations in Web of Science® 2

2020

(2020) Modeling the conditional distribution of financial returns with asymmetric tails. Journal of Applied Econometrics, 35(1), pp. 46-60.
Number of full-text downloads 166
Number of citations in Scopus 4
Number of citations in Web of Science® 6

2019

, , & (2019) Which oil shocks really matter in equity markets? Energy Economics, 81, pp. 134-141.
Number of full-text downloads 158
Number of citations in Scopus 34
Number of citations in Web of Science® 23

(2019) Detecting underestimates of risk in VaR models. Journal of Banking and Finance, 101, pp. 12-20.
Number of full-text downloads 95
Number of citations in Scopus 1
Number of citations in Web of Science® 1

2016

Harvey, Andrew & (2016) Testing against changing correlation. Journal of Empirical Finance, 38(Part B), pp. 575-589.
Number of citations in Scopus 19
Number of citations in Web of Science® 14

This list was generated on Sun Aug 4 09:32:28 2024 AEST.