Richard D. F. Harris

Available identifiers

Publication	Date of Publication	Type
A component Markov regime‐switching autoregressive conditional range model	2023-01-06	Paper
Portfolio optimization with behavioural preferences and investor memory	2021-11-05	Paper
Extreme downside risk and market turbulence	2020-01-24	Paper
Dynamic factor long memory volatility	2018-11-19	Paper
The dynamic Black-Litterman approach to asset allocation	2018-05-25	Paper
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly	2008-03-11	Paper
Panel data unit roots tests: the role of serial correlation and the time dimension	2006-10-30	Paper
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends	2005-01-19	Paper
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management	2002-02-27	Paper
The information content of lagged equity and bond yields	2000-08-21	Paper
Inference for unit roots in dynamic panels where the time dimension is fixed	1999-01-01	Paper

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