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Items where Author is "Sollis, Robert"

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Number of items: 5.

Article

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) 'Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium.' Journal of Applied Econometrics. ISSN 0883-7252 (In Press)

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

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2016) 'Tests for explosive financial bubbles in the presence of non-stationary volatility.' Journal of Empirical Finance, 38 (Pt.B). 548 - 574. ISSN 0927-5398

Monograph

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2018) Detecting Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Mon Aug 10 23:46:56 2020 BST.