The following pages link to Richard D. F. Harris (Q222885):
Displaying 12 items.
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- (Q1575383) (redirect page) (← links)
- The information content of lagged equity and bond yields (Q1575385) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
- Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly (Q2475826) (← links)
- Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- A component Markov regime‐switching autoregressive conditional range model (Q5870241) (← links)
- Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500) (← links)
