Narrow search
Showing 1 - 9 of 9
Cover Image
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Cover Image
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Cover Image
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Cover Image
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo; Park, Myungho; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Cover Image
Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Cover Image
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena; Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Cover Image
Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
Cover Image
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 240-251
Persistent link: https://www.econbiz.de/10010109054
Cover Image
The 2001 JBES Invited Paper - Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
Andreou, Elena; Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10008216266