Access Statistics for Clifford M. Hurvich

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects 2 4 18 53 3 14 61 216
A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects 0 0 20 20 6 13 37 37
Asymptotics for Duration-Driven Long Range Dependent Processes 1 2 5 56 2 4 23 219
Estimating Long Memory in Volatility 1 5 25 321 3 11 55 600
Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment 6 22 80 627 11 44 175 999
Hypothesis Testing in Predictive Regressions 1 3 16 164 7 11 72 545
Long Memory in Nonlinear Processes 6 9 9 9 8 13 13 13
Predictive Regressions: A Reduced-Bias Estimation Method 7 17 76 370 17 38 174 914
Propagation of Memory Parameter from Durations to Counts 0 4 12 86 3 11 39 291
Semiparametric Estimation of Fractional Cointegrating Subspaces 0 1 13 88 2 4 43 269
Tracing the Source of Long Memory in Volatility 1 1 12 186 4 6 37 344
Total Working Papers 25 68 286 1,980 66 169 729 4,447

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An information-theoretic framework for robustness 1 1 4 10 1 1 8 17
Asymptotics for duration-driven long range dependent processes 1 1 3 5 1 1 8 21
CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY 2 2 2 2 2 7 9 9
Corrigendum to "Estimating Long Memory in Volatility" 2 5 11 22 2 6 29 56
Estimating Long Memory in Volatility 1 5 45 223 7 16 96 550
Estimating fractional cointegration in the presence of polynomial trends 0 0 3 40 0 2 11 120
Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend 0 0 4 16 0 0 5 23
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 1 4 16 84 2 5 26 154
Model selection for least absolute deviations regression in small samples 4 6 20 20 7 12 41 41
Multiple-Predictor Regressions: Hypothesis Testing 4 9 21 21 8 17 45 45
Multistep forecasting of long memory series using fractional exponential models 0 0 1 41 0 0 4 83
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS 0 0 3 3 0 0 6 6
On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series 2 6 10 25 7 17 44 101
Predictive Regressions: A Reduced-Bias Estimation Method 2 4 5 5 5 9 15 15
Semiparametric Estimation of Multivariate Fractional Cointegration 1 1 9 21 1 4 17 37
TESTING FOR LONG MEMORY IN VOLATILITY 2 2 7 8 3 3 11 11
The Local Whittle Estimator of Long-Memory Stochastic Volatility 0 0 0 0 0 2 29 91
The impact of unsuspected serial correlations on model selection in linear regression 0 0 1 1 1 1 5 5
Total Journal Articles 23 46 165 547 47 103 409 1,385

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-12-09