Andrew Harvey

Andrew Harvey is Professor of Econometrics and Fellow of Corpus Christi College at the University of Cambridge. His research specializes in time series analysis with applications in financial econometrics and macroeconomics.

During a 2010 research stay at Universidad Carlos III de Madrid, he developed asymptotic theory for exponential conditional volatility models—innovations addressing asymmetries in financial data. His publications include influential textbooks on time series modeling and the STAMP software package.

As Fellow of the Econometric Society and British Academy, his work shapes methodologies for signal extraction, quantile analysis, and copula-based modeling in economic forecasting.