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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Forecasting model"
~person:"Bollerslev, Tim"
~person:"Zhu, Ke"
~subject:"Time series analysis"
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Forecasting model
Time series analysis
Estimation theory
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Bollerslev, Tim
Zhu, Ke
Su, Liangjun
4
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Gao, Jiti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
Working paper
2
CREATES Research Paper 2008-49
1
Discussion paper / Department of Economics, University of California San Diego
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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ECONIS (ZBW)
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1
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
2
Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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