Article

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2021) 'CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility.' Journal of Financial Econometrics. ISSN 1479-8409

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). pp. 863-891. ISSN 0143-9782

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). pp. 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 (C). pp. 168-185. ISSN 0927-5398

Monograph

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 (Unpublished)