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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~person:"Hoga, Yannick"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Schätzung
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Hoga, Yannick
Su, Liangjun
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Franses, Philip Hans
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Li, Qi
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Lieli, Robert P.
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Jing, Bingyi
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Juodis, Artūras
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Lan, Wei
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Lütkepohl, Helmut
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Nielsen, Morten Ørregaard
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Peng, Bin
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The econometrics journal
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ECONIS (ZBW)
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Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
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2
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
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