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language:"nor"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~language:"rus"
~person:"Horváth, Lajos"
~source:"econis"
~source:"repec"
~subject:"Asset pricing"
~subject:"Panel study"
~subject:"USA"
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Horváth, Lajos
Gao, Jiti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Labour economics : official journal of the European Association of Labour Economists
Pacific-Basin finance journal
Discussion paper / Centre for Economic Policy Research
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630
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2
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
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