.
Hurvich, Clifford M.'s
Scholarly Papers
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Aggregate Statistics
Total 1,395
Total Citations 244
1.
Predictive Regressions: A Reduced-Bias Estimation Method
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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
479(26,925)
53
Amihud, Yakov New York University - Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
27
53
Stock Returns, Dividend Yields, Autoregressive Models
Amihud, Yakov New York University - Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
25
53
Stock Returns, Dividend Yields, Autoregressive Models
Amihud, Yakov New York University - Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
52
53
Stock Returns, Dividend Yields, Autoregressive Models
Amihud, Yakov New York University - Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
48
53
Stock Returns, Dividend Yields, Autoregressive Models
Amihud, Yakov New York University - Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
327
53
Stock Returns, Dividend Yields, Autoregressive Models
2.
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
72(166,328)
1
Tick Time, Long Memory stochastic duration, Information share
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
72(166,328)
5
4.
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
62(180,470)
Supply Chain Management, Information Sharing, Time Series, ARMA, Invertibility
5.
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
61(182,015)
2
autoregressive, augmented regression method (ARM)
6.
Sela, Rebecca J. New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
61(182,015)
2
7.
The Local Whittle Estimator of Long-Memory Stochastic Volatility
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Ray, Bonnie K. IBM - T. J. Watson Research Center
Hurvich, Clifford M. Stern School of Business, New York University
Posted:
29 Feb 08
Last Revised:
29 Jul 10
56(189,889)
6
Hurvich, Clifford M. Stern School of Business, New York University
Ray, Bonnie K. IBM - T. J. Watson Research Center
22
6
long-range dependence, nonlinearity, semiparametric estimation
Hurvich, Clifford M. Stern School of Business, New York University
Ray, Bonnie K. IBM - T. J. Watson Research Center
34
6
long-range dependence, nonlinearity, semiparametric estimation
Hurvich, Clifford M. Stern School of Business, New York University
Ray, Bonnie K. IBM - T. J. Watson Research Center
0
long-range dependence, nonlinearity, semiparametric estimation
Ray, Bonnie K. IBM - T. J. Watson Research Center
Hurvich, Clifford M. Stern School of Business, New York University
0
long-range dependence, nonlinearity, semiparametric estimation
8.
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
47(205,715)
25
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
47(205,715)
2
10.
Hurvich, Clifford M. Stern School of Business, New York University
Moulines, E. Ecole Nationale Superieure des Telecommunications
Soulier, Philippe Université d'Évry
43(213,451)
22
11.
Hurvich, Clifford M. Stern School of Business, New York University
Wang, Yi New York University (NYU) - Department of Information, Operations, and Management Sciences
38(223,750)
1
Tick Time, Long Memory stochastic duration, Information share
12.
Aue, Alexander University of California, Davis
Horváth, Lajos University of Utah - Department of Mathematics
Hurvich, Clifford M. Stern School of Business, New York University
34(232,839)
13.
Hurvich, Clifford M. Stern School of Business, New York University
29(245,677)
2
Fractional integration, Long-range dependence, Spectral factorization
14.
Chen, Willa W. Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M. Stern School of Business, New York University
28(248,576)
7
Fractional cointegration, long memory, tapering, periodogram
15.
Estimating Fractional Cointegration in the Presence of Polynomial Trends
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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
27(251,568)
8
Chen, Willa W. Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M. Stern School of Business, New York University
17
8
Fractional cointegration, Long memory, Tapering, Periodogram
Chen, Willa W. Texas A&M University (TAMU) - Department of Statistics
Hurvich, Clifford M. Stern School of Business, New York University
10
8
Fractional cointegration, long memory, tapering, periodogram
16.
On the Log Periodogram Regression Estimator of the Memory Parameter in Long Memory Stochastic Volatility Models
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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
25(257,804)
35
Deo, Rohit Stern School of Business, New York University
Hurvich, Clifford M. Stern School of Business, New York University
13
35
Deo, Rohit Stern School of Business, New York University
Hurvich, Clifford M. Stern School of Business, New York University
12
35
17.
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
24(261,122)
6
Long Memory Stochastic Duration, Autoregressive Conditional Duration, Rosenthal type Inequality
18.
Hurvich, Clifford M. Stern School of Business, New York University
Chen, Willa W. Texas A&M University (TAMU) - Department of Statistics
21(271,392)
7
Periodogram, Gaussian semiparametric estimation, unit roots
19.
Hurvich, Clifford M. Stern School of Business, New York University
Brodsky, Julia affiliation not provided to SSRN
19(278,416)
12
20.
Hurvich, Clifford M. Stern School of Business, New York University
Soulier, Philippe Université d'Évry
17(285,490)
21
21.
Cao, Wen affiliation not provided to SSRN
Hurvich, Clifford M. Stern School of Business, New York University
Soulier, Philippe Université d'Évry
15(292,529)
22.
The Averaged Periodogram Estimator for a Power Law in Coherency
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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:
07 Mar 12
12(303,279)
Sela, Rebecca J. New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
0
Cross spectrum, tapering, long memory
Sela, Rebecca J. New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
12
23.
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
12(303,279)
6
Long Memory Stochastic Duration, Autoregressive Conditional Duration, Rosenthal type Inequality
24.
Kovtun, Vladimir Independent
Giloni, Avi Independent
Hurvich, Clifford M. Stern School of Business, New York University
11(306,702)
Supply Chain Management, Information Sharing, Time Series, ARMA,Invertibility, QUARMA, Demand Sharing, Full Information Shocks, PartialInformation Shocks, Order-up-to policy
25.
Hurvich, Clifford M. Stern School of Business, New York University
Lang, Gabriel affiliation not provided to SSRN
Soulier, Philippe Université d'Évry
11(306,702)
3
Nonparametric regression, long-range dependence, tapering, periodogram
26.
Hsieh, Mengchen affiliation not provided to SSRN
Hurvich, Clifford M. Stern School of Business, New York University
Souliery, Philippe affiliation not provided to SSRN
11(306,702)
1
27.
Aue, Alexander University of California, Davis
Horvath, Lajos affiliation not provided to SSRN
Hurvich, Clifford M. Stern School of Business, New York University
Soulier, Philippe Université d'Évry
10(309,993)
28.
Hurvich, Clifford M. Stern School of Business, New York University
Deo, Rohit Stern School of Business, New York University
10(309,993)
10
Periodogram, bandwith
29.
Hurvich, Clifford M. Stern School of Business, New York University
10(309,993)
6
30.
Kovtun, Vladimir Independent
Giloni, Avi Independent
Hurvich, Clifford M. Stern School of Business, New York University
9(313,229)
Supply Chain Management, Information Sharing, Time Series, ARMA, Invertibility, QUARMA, Demand Sharing, Shock Sharing, Full InformationShocks, Order-up-to policy
31.
Flynn, Cheryl affiliation not provided to SSRN
Hurvich, Clifford M. Stern School of Business, New York University
Simonoff, Jeffrey S. New York University (NYU) - Leonard N. Stern School of Business
9(313,229)
Akaike information criterion; Bayesian information criterion; Least ab-solute shrinkage and selection operator; Model selection/ VariableSelection; Penalized regression; Smoothly clipped absolute deviation.
32.
Kovtun, Vladimir Independent
Giloni, Avi Independent
Hurvich, Clifford M. Stern School of Business, New York University
6(322,122)
Supply Chain Management, Information Sharing, Time Series, ARMA, Invertibility, QUARMA, Demand Sharing, Shock Sharing, Full Information Shocks, Order-up-to policy
33.
Kovtun, Vladimir Independent
Giloni, Avi Independent
Hurvich, Clifford M. Stern School of Business, New York University
5(324,798)
Supply Chain Management, Information Sharing, Time Series, ARMA, Invertibility, QUARMA, Demand Sharing, Full Information Shocks, Partial Information Shocks, Order-up-to policy
34.
Sela, Rebecca J. New York University (NYU) - Leonard N. Stern School of Business
Hurvich, Clifford M. Stern School of Business, New York University
2(335,455)
1
35.
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
C32, G12
