Issue Date | Title | Author(s) |
7-Jan-2009 | A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects | Hurvich, Clifford; Wang, Yi |
25-Jul-2002 | Estimation of long memory in the presence of a smooth nonparametric trend | Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe |
27-May-2009 | Limit Laws in Transaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford |
13-Jul-2009 | Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand | Giloni, Avi; Hurvich, Clifford; Seshadri, Sridhar |
20-Nov-2012 | Drift in Transcation-Level Asset Price Models | Cao, Wen; Hurvich, Clifford; Soulier, Philippe |
19-Jul-2012 | Limit Laws in Trasnaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford; Soulier, Philippe |
5-Oct-2012 | Possible Sharing Arrangements in ARMA Supply Chains | Kovtun, Vladimir; Giloni, Avi; Hurvich, Clifford |
3-Oct-2012 | Assessing the Difference Between Shock Sharing and Demand Sharing in
Supply Chains | Kovtun, Vladimir; Giloni, Avi; Hurvich, Clifford |