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Publications by David I. Harvey

Testing Explosive Bubbles With Time-Varying Volatility

Econometric Reviews

English

Related publications

Learning and Time-Varying Macroeconomic Volatility

Journal of Economic Dynamics and Control

Applied Mathematics

English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance

English

Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal

English

Time Varying Volatility in the Indian Stock Market

Decision Sciences

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

A Markov Regime-Switching Model With Time-Varying Transition Probabilities for Identifying Asset Price Bubbles

International Journal of Economics and Finance

English

Giant and Explosive Plasmonic Bubbles by Delayed Nucleation

Proceedings of the National Academy of Sciences of the United States of America

Multidisciplinary

English