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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Causality analysis"
~subject:"Markov chain"
~subject:"Multivariate Verteilung"
~subject:"Vermögensverteilung"
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Causality analysis
Markov chain
Multivariate Verteilung
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Theorie
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Theory
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Nichtparametrisches Verfahren
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Smith, Michael S.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
238
NBER working paper series
193
Journal of econometrics
183
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production research
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International review of financial analysis
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Finance research letters
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Journal of banking & finance
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Applied economics letters
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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3
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
4
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
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5
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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6
Nonparametric copula estimation for mixed insurance claim data
Yang, Lu
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 537-546
Persistent link: https://www.econbiz.de/10013533451
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7
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
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8
Transformation-kernel estimation of copula densities
Wen, Kuangyu
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 148-164
Persistent link: https://www.econbiz.de/10012179535
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9
Poisson-driven stationary Markov models
Anzarut, Michelle
;
Mena, Ramsés H.
;
Nava, Consuelo Rubina
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
Saved in:
10
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
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