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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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Comparing the point predictions and subjective probability distributions of professional forecasters
Engelberg, Joseph; Manski, Charles F.; Williams, Jared - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 30-41
Persistent link: https://www.econbiz.de/10003805421
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A test for superior predictive ability
Hansen, Peter Reinhard - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
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On determining the dimension of real-time stock-price data
Mayfield, E. Scott - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 367-374
Persistent link: https://www.econbiz.de/10001126530
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Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10001086686
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Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
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A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
Karolyi, G. Andrew - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
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Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250