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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Stochastischer Prozess"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Which factors are risk factors in asset pricing? : a model scan framework
Chib, Siddhartha
;
Zeng, Xiaming
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 771-783
Persistent link: https://www.econbiz.de/10012313369
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2
Functional autoregression for sparsely sampled data
Kowal, Daniel R.
;
Matteson, David S.
;
Ruppert, David
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10012176502
Saved in:
3
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
4
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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