Narrow search
Showing 1 - 4 of 4
Cover Image
Structural Change Tests in Tail Behaviour and the Asian Crisis
Quintos, Carmela; Fan, Zhenhong; Phillips, Peter C.B. - In: The review of economic studies 68 (2001) 236, pp. 633-664
Persistent link: https://www.econbiz.de/10007667973
Cover Image
Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
Xu, Ke-Li; Phillips, Peter C B - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-529
Persistent link: https://www.econbiz.de/10009796510
Cover Image
Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
Hong, Seung Hyun; Phillips, Peter C B - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10008371886
Cover Image
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C B - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-295
Persistent link: https://www.econbiz.de/10008894204