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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
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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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Laplace estimator of integrated volatility when sampling times are endogenous
Cui, Wenhao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 651-663
Persistent link: https://www.econbiz.de/10013534035
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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
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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
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Male earnings volatility in LEHD before, during, and after the Great Recession
McKinney, Kevin L.; Abowd, John M. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10013540627