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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gerlach, Richard H."
~person:"Haldrup, Niels"
~type_genre:"Thesis"
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Gerlach, Richard H.
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Su, Liangjun
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
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2
Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
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3
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
4
Semiparametric tests for double unit roots
Haldrup, Niels
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001167025
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