Author/Creator: Astill, Sam - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Astill, Sam

1. A bootstrap test for additive outliers in non‐stationary time series. (28th May 2013)

Authors:: Astill, Sam; Harvey, David I.; Robert Taylor, A. M.
Journal:: Journal of time series analysis
Issue:: Volume 34:Number 4(2013:Jul.)
Page Start:: 454
Record Type:: Journal Article
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2. CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility. (5th May 2021)

Authors:: Astill, Sam; Harvey, David I; Leybourne, Stephen J; Taylor, A M Robert; Zu, Yang
Journal:: Journal of financial econometrics
Issue:: Volume 21:Number 1(2023)
Page Start:: 187
Record Type:: Journal Article
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3. Real‐Time Monitoring for Explosive Financial Bubbles. (19th July 2018)

Authors:: Astill, Sam; Harvey, David I.; Leybourne, Stephen J.; Sollis, Robert; Robert Taylor, A. M.
Other Names:: Leybourne Stephen guestEditor.; Taylor Robert guestEditor.
Journal:: Journal of time series analysis
Issue:: Volume 39:Number 6(2018)
Page Start:: 863
Record Type:: Journal Article
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4. Robust and Powerful Tests for Nonlinear Deterministic Components1. (15th September 2014)

Authors:: Astill, Sam; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
Journal:: Oxford bulletin of economics and statistics
Issue:: Volume 77:Number 6(2015:Dec.)
Page Start:: 780
Record Type:: Journal Article
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5. Tests for an end-of-sample bubble in financial time series. (21st October 2017)

Authors:: Astill, Sam; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
Journal:: Econometric reviews
Issue:: Volume 36:Number 6/9(2017)
Page Start:: 651
Record Type:: Journal Article
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