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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1,407
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1
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
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
Saved in:
3
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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4
The impact of Smart city construction on labour spatial allocation : evidence from China
Ai, Hongshan
;
Zhou, Zhengqing
;
Yan, Ying
- In:
Applied economics
56
(
2024
)
19
,
pp. 2337-2356
Persistent link: https://www.econbiz.de/10014520774
Saved in:
5
Use of distributional weights in cost-benefit analysis revisited : Robert J. Brent
Brent, Robert J.
- In:
Applied economics
56
(
2024
)
29
,
pp. 3485-3498
Persistent link: https://www.econbiz.de/10014528545
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6
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
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7
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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8
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
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9
Distributional impact of COVID-19 : regional inequalities in cases and deaths in Spain during the first wave
Gutiérrez, Mara-José
;
Inguanzo, Belén
; …
- In:
Applied economics
53
(
2021
)
31
,
pp. 3636-3657
Persistent link: https://www.econbiz.de/10012589499
Saved in:
10
The
distribution
of commodity futures : a test of the generalized hyperbolic process
Pal, Debdatta
- In:
Applied economics
56
(
2024
)
15
,
pp. 1763-1783
Persistent link: https://www.econbiz.de/10014473212
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