Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Cover Image
Tests for the second order stochastic dominance based on L-statistics
Berrendero, José R.; Cárcamo, Javier - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 260-270
Persistent link: https://www.econbiz.de/10009159997
Cover Image
Moment-implied densities : properties and applications
Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Cover Image
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