Research Repository

Items where Author is "Harris, David"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.

Harris, David and Kew, Hsein and Taylor, AM Robert (2020) 'Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem.' Journal of Econometrics. ISSN 0304-4076

Harris, David and Kew, Hsein and Taylor, AM Robert (2019) Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Sat Dec 5 05:47:27 2020 GMT.