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Items where Author is "Astill, Sam"

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Astill, Sam and Harvey, David and Leybourne, Stephen and Sollis, Robert and Taylor, AM Robert (2018) 'Real-Time Monitoring for Explosive Financial Bubbles.' Journal of Time Series Analysis, 39 (6). 863 - 891. ISSN 0143-9782

Astill, Sam and Taylor, AM Robert (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2017) 'Tests for an end-of-sample bubble in financial time series.' Econometric Reviews, 36 (6-9). 651 - 666. ISSN 0747-4938

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) 'Robust tests for a linear trend with an application to equity indices.' Journal of Empirical Finance, 29. 168 - 185. ISSN 0927-5398

This list was generated on Sat Sep 21 20:35:12 2019 BST.