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Items where Author is "Georgiev, Iliyan"

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Number of items: 5.

Article

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2018) 'Unit root inference for non-stationary linear processes driven by infinite variance innovations.' Econometric Theory, 34 (02). 302 - 348. ISSN 0266-4666

Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2017) 'Unit Root Tests and Heavy-Tailed Innovations.' Journal of Time Series Analysis, 38 (5). 733 - 768. ISSN 0143-9782

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2016) 'Sieve-based inference for infinite-variance linear processes.' Annals of Statistics, 44 (4). 1467 - 1494. ISSN 0090-5364

Cavaliere, Giuseppe and Georgiev, Iliyan and Robert Taylor, AM (2013) 'Wild Bootstrap of the Sample Mean in the Infinite Variance Case.' Econometric Reviews, 32 (2). 204 - 219. ISSN 0747-4938

Monograph

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Thu Nov 14 15:07:40 2019 GMT.