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Hurvich, Clifford M.


 SSRN Author Rank: 16,714 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
1,536
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
494
(30,531)
59

2.  
Hypothesis Testing in Predictive Regressions | Show Abstract | Download |
NYU Working Paper No. FIN-04-030
Working Paper Series
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
85
(173,257)
5

3.  
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
73
(189,889)
2

4.  
Predictive Regression with Order-P Autoregressive Predictor | Show Abstract | Download |
NYU Working Paper No. 2451/28470
Working Paper Series
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
72
(191,419)
2

5.  
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
72
(191,419)
2

6.  
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
66
(200,817)
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
58
(214,559)
6

8.  
Tracing the Source of Long Memory in Volatility | Show Abstract | Download |
NYU Working Paper No. SOR-2005-2
Working Paper Series
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
52
(226,043)
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
51
(227,994)
2

10.  
Estimating Long Memory in Volatility | Show Abstract | Download |
NYU Working Paper No. SOR-2002-2
Working Paper Series
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
(242,935)
22

11.  
A Pure-Jump Transaction-Level Price Model Yielding | Show Abstract | Download |
NYU Working Paper No. SOR-2009-1
Working Paper Series
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
(254,358)
2

12.  
Limit Laws in Transaction-Level Asset Price Models | Show Abstract | Download |
NYU Working Paper No. CEDER-09-02
Working Paper Series
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
(267,290)
 

13.  
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
34
(267,290)
3

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
(278,789)
7

15.   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
(285,220)
9

16.   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
(288,563)
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
Posted:
03 Nov 08
25
(295,668)
6

18.   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
24
(299,382)
 

19.  
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
(299,382)
7

20.  
Assessing the Value of Demand Sharing in Supply Chains | Show Abstract | Download |
NYU Working Paper No. ;SOR-2012-04
Working Paper Series
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
07 Oct 12
22
(307,126)
1

21.  
Hurvich, Clifford M.
Stern School of Business, New York University
Brodsky, Julia
affiliation not provided to SSRN
Posted:
31 Oct 08
20
(315,166)
12

22.  
Testing for Long Memory in Volatility | Show Abstract | Download |
NYU Working Paper No. SOR-2000-13
Working Paper Series
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
31 Oct 08
19
(319,353)
21

23.  
Drift in Transcation-Level Asset Price Models | Show Abstract | Download |
NYU Working Paper No. 2451/31652
Working Paper Series
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
18
(323,447)
 

24.   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
14
(339,849)
 

25.  
Hurvich, Clifford M.
Stern School of Business, New York University
Deo, Rohit
Stern School of Business, New York University
Posted:
31 Oct 08
13
(344,043)
10

26.  
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
24 Apr 13
12
(348,276)
 

27.  
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
12
(348,276)
 

28.  
Hurvich, Clifford M.
Stern School of Business, New York University
Lang, Gabriel
affiliation not provided to SSRN
Soulier, Philippe
Université d'Évry
Posted:
03 Nov 08
12
(348,276)
3

29.  
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
(348,276)
1

30.  
Propagation of Memory Parameter from Durations to Counts | Show Abstract | Download |
NYU Working Paper No. SOR-2005-5
Working Paper Series
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
(348,276)
6

31.  
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
10
(356,564)
 

32.  
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
31 Oct 08
10
(356,564)
6

33.  
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
05 Oct 12
9
(360,570)
 

34.  
Possible Sharing Arrangements in Arma Supply Chains | Show Abstract | Download |
NYU Working Paper No. 2451/31630
Working Paper Series
Kovtun, Vladimir
Independent
Giloni, Avi
Independent
Hurvich, Clifford M.
Stern School of Business, New York University
Posted:
10 Oct 12
7
(368,425)
 

35.  
Computationally Efficient Methods for Two Multivariate Fractionally Integrated Models | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 631-651, November 2009
Accepted Paper Series
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
(390,424)
1

36.  
Multiple-Predictor Regressions: Hypothesis Testing | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 1, pp. 413-434, 2009
Accepted Paper Series
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
 


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