Professor Andrew Harvey

Andrew Harvey is Emeritus Professor of Econometrics in the Faculty of Economics and Politics. He was Professor of Econometrics at the London School of Economics before coming to Cambridge in 1996. He has written textbooks on econometric theory and time series modelling and is the author of Forecasting, Structural Time Series Models and the Kalman Filter. His most recent book is a 2013 monograph entitled Dynamic Models for Volatility and Heavy Tails. He was elected a Fellow of the British Academy in 1999. His non-research interests include football, opera and hill-walking.