Statistics
Publications
5
Citations
105
H-Index
5
Active since
2014
Affiliations
Sam Astill is an author at University of Essex specializing in time series forecasting, financial economics, and time series analysis.
Publications per year
2014–2022
5
5
Tests for an end-of-sample bubble in financial time series
Sam Astill, David I. Harvey, Stephen J. Leybourne et al. · Econometric Reviews · 2017 · 32 citations · Full text
Social Sciences, Economics, Finance +17
Real‐Time Monitoring for Explosive Financial Bubbles
Sam Astill, David I. Harvey, Stephen J. Leybourne et al. · Journal of Time Series Analysis · 2018 · 28 citations · Full text
Using covariates to improve the efficacy of univariate bubble detection methods
Sam Astill, Robert Taylor, Neil Kellard et al. · Journal of Empirical Finance · 2022 · 12 citations · Full text
Social Sciences, Economics, Finance +15
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