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Hurvich, Clifford M.


 SSRN Author Rank: 17,796 by Downloads
 

Stern School of Business, New York University


 44 West 4th Street
 New York, NY 10012-1126
 United States
 email address
 Leonard N. Stern Professor of Statistics & Operations Research
 

New York University (NYU) - Department of Information, Operations, and Management Sciences


 44 West Fourth Street
 New York, NY 10012
 United States

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. Hurvich, Clifford M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,651
Total
Citations
258
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Amihud, Yakov
New York University - Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
03 Feb 03
Last Revised:
23 Dec 08
521
(32,720)
59

2.  
Hypothesis Testing in Predictive Regressions | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-04-030
Number of Pages in PDF File: 49
Amihud, Yakov
New York University - Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
91
(186,574)
5

3.  
Amihud, Yakov
New York University - Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
06 Jan 10
87
(192,019)
2

4.  
Sela, Rebecca J.
New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
16 Nov 08
77
(206,998)
2

5.  
Hurvich, Clifford M.
Stern School of Business, New York University
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
Last Revised:
06 Jun 09
76
(208,562)
2

6.  
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Seshadri, Sridhar
University of Texas at Austin - Red McCombs School of Business
Posted:
11 Aug 09
75
(210,145)
2

7.   Incl. Electronic Paper
Hurvich, Clifford M.
Stern School of Business, New York University
Ray, Bonnie K.
IBM - T. J. Watson Research Center
Posted:
29 Feb 08
Last Revised:
29 Jul 10
69
(220,442)
6

8.  
Tracing the Source of Long Memory in Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. SOR-2005-2
Number of Pages in PDF File: 40
Deo, Rohit
Stern School of Business, New York University
Hsieh, Mengchen
affiliation not provided to SSRN
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
03 Nov 08
53
(251,778)
26

9.  
Chen, Willa W.
Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M.
Stern School of Business, New York University
Lu, Yi
affiliation not provided to SSRN
Posted:
03 Nov 08
53
(251,778)
2

10.  
Estimating Long Memory in Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. SOR-2002-2
Number of Pages in PDF File: 26
Hurvich, Clifford M.
Stern School of Business, New York University
Moulines, E.
Ecole Nationale Superieure des Telecommunications
Soulier, Philippe
Université d'Évry
Posted:
03 Nov 08
44
(273,065)
22

11.  
A Pure-Jump Transaction-Level Price Model Yielding | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. SOR-2009-1
Number of Pages in PDF File: 84
Hurvich, Clifford M.
Stern School of Business, New York University
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
20 Jan 09
39
(286,213)
2

12.  
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
36
(294,796)
3

13.  
Limit Laws in Transaction-Level Asset Price Models | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. CEDER-09-02
Number of Pages in PDF File: 22
Aue, Alexander
University of California, Davis
Horváth, Lajos
University of Utah - Department of Mathematics
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
08 Jun 09
34
(300,673)
 

14.  
Chen, Willa W.
Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
03 Nov 08
30
(313,475)
7

15.  
Drift in Transcation-Level Asset Price Models | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. 2451/31652
Number of Pages in PDF File: 16
Cao, Wen
affiliation not provided to SSRN
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
22 Nov 12
29
(317,029)
 

16.   Incl. Electronic Paper
Chen, Willa W.
Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
Last Revised:
29 Dec 08
28
(320,692)
9

17.   Incl. Electronic Paper
Deo, Rohit
Stern School of Business, New York University
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
Last Revised:
29 Dec 08
27
(324,443)
35

18.  
Assessing the Value of Demand Sharing in Supply Chains | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. ;SOR-2012-04
Number of Pages in PDF File: 27
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
07 Oct 12
25
(332,401)
1

19.   Incl. Electronic Paper
Aue, Alexander
University of California, Davis
Horváth, Lajos
University of Utah - Department of Mathematics
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
21 Jul 12
Last Revised:
10 Sep 13
25
(332,401)
 

20.  
Deo, Rohit
Stern School of Business, New York University
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
25
(332,401)
6

21.  
Hurvich, Clifford M.
Stern School of Business, New York University
Chen, Willa W.
Texas A&M University (TAMU) - Department of Statistics
Posted:
31 Oct 08
24
(336,628)
7

22.  
Hurvich, Clifford M.
Stern School of Business, New York University
Brodsky, Julia
affiliation not provided to SSRN
Posted:
31 Oct 08
20
(354,051)
12

23.  
Flynn, Cheryl
New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Simonoff, Jeffrey S.
New York University (NYU) - Leonard N. Stern School of Business
Posted:
10 Sep 13
19
(358,487)
 

24.  
Testing for Long Memory in Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. SOR-2000-13
Number of Pages in PDF File: 18
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
31 Oct 08
19
(358,487)
21

25.  
Hurvich, Clifford M.
Stern School of Business, New York University
Deo, Rohit
Stern School of Business, New York University
Posted:
31 Oct 08
17
(367,408)
10

26.  
Flynn, Cheryl
New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Simonoff, Jeffrey S.
New York University (NYU) - Leonard N. Stern School of Business
Posted:
19 Nov 11
16
(371,787)
 

27.   Incl. Electronic Paper
Sela, Rebecca J.
New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
29 Sep 11
Last Revised:
10 Sep 13
15
(376,391)
 

28.  
Hurvich, Clifford M.
Stern School of Business, New York University
Lang, Gabriel
INRA-AgroParisTech - Department Mathematical Modeling
Soulier, Philippe
Université d'Évry
Posted:
03 Nov 08
13
(385,715)
3

29.  
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
24 Apr 13
12
(390,464)
 

30.  
Hsieh, Mengchen
affiliation not provided to SSRN
Hurvich, Clifford M.
Stern School of Business, New York University
Souliery, Philippe
affiliation not provided to SSRN
Posted:
03 Nov 08
12
(390,464)
1

31.  
Deo, Rohit
Stern School of Business, New York University
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
12
(390,464)
6

32.  
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
10
(399,509)
6

33.  
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
05 Oct 12
9
(403,810)
 

34.  
Possible Sharing Arrangements in Arma Supply Chains | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. 2451/31630
Number of Pages in PDF File: 27
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
10 Oct 12
7
(412,387)
 

35.  
Computationally Efficient Methods for Two Multivariate Fractionally Integrated Models | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 631-651, November 2009
Number of Pages in PDF File: 21
Sela, Rebecca J.
New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
20 Oct 09
2
(436,108)
1

36.  
Multiple-Predictor Regressions: Hypothesis Testing | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 1, pp. 413-434, 2009
Amihud, Yakov
New York University - Stern School of Business
Hurvich, Clifford M.
Stern School of Business, New York University
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Jan 09
 


Records 1 - 36 of 36 matches
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