Professor Andrew Harvey
Professor of Econometrics
| Research: | Time series; financial econometrics; state space models; signal extraction; volatility. |
| Research Group : | Econometrics |
| CV: | Curriculum Vitae |
| Academic Work: | |
| Contact Details | |
| Email: | andrew.harvey@econ.cam.ac.uk |
| Room: | 28 |
| Office Hours: | By email appointment |
| College: | Fellow of Corpus Christi College |
Biography
Fellow of the Econometric Society and a Fellow of the British Academy (FBA). Author of two textbooks, The Econometric Analysis of Time Series and Time Series Models, and two research monographs, Forecasting, Structural Time Series Models and the Kalman Filter and Dynamic Models for Volatility and Heavy Tails.