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Staff
Andrew Harvey
Professor of Econometrics
Fellow of Corpus Christi College

Room: 28
Tel: 44-(0) 1223 335228
+44 1223 339996 (College)
Email: andrew.harvey@econ.cam.ac.uk
Interests:Time series and econometrics; macroecometrics and financial econometrics; state space models; signal extraction; volatility; quantiles and copulas.
Office Hours:Tuesday 11.30-12.30
Appointments outside this hour can be made by email
Home | EconPapers | Current CV | Teaching | STAMP | Volatility: Forthcoming Book | Time Series Summer School, July 2013

Dynamic Models for Volatility and Heavy Tails (Forthcoming Book)

Pages from Volatility

Cambridge University Press Link

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