Richard D. F. Harris

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A component Markov regime‐switching autoregressive conditional range model Bulletin of Economic Research	2023-01-06	Paper
Portfolio optimization with behavioural preferences and investor memory European Journal of Operational Research	2021-11-05	Paper
Extreme downside risk and market turbulence Quantitative Finance	2020-01-24	Paper
Dynamic factor long memory volatility Quantitative Finance	2018-11-19	Paper
The dynamic Black-Litterman approach to asset allocation European Journal of Operational Research	2018-05-25	Paper
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly European Journal of Operational Research	2008-03-11	Paper
Panel data unit roots tests: the role of serial correlation and the time dimension Journal of Statistical Planning and Inference	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 Econometric Reviews	2005-01-19	Paper
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management European Journal of Operational Research	2002-02-27	Paper
The information content of lagged equity and bond yields Economics Letters	2000-08-21	Paper
Inference for unit roots in dynamic panels where the time dimension is fixed Journal of Econometrics	1999-01-01	Paper

Research outcomes over time

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