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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Bayes-Statistik"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
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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
Saved in:
12
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
13
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
14
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
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15
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
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16
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
Saved in:
17
Selection of multivariate stochastic volatility models via Bayesian stochastic search
Loddo, Antonello
;
Ni, Shawn X.
;
Sun, Dongchu
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 342-355
Persistent link: https://www.econbiz.de/10009232550
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18
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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19
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
20
Estimation of continuous-time processes via the empirical characteristic function
Jiang, George J.
;
Knight, John L.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 198-212
Persistent link: https://www.econbiz.de/10001660376
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