Narrow search
Showing 1 - 10 of 103
Cover Image
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon; Musso, Alberto - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Cover Image
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Cover Image
Prediction in locally stationary time series
Dette, Holger; Wu, Weichi - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 370-381
Persistent link: https://www.econbiz.de/10012804122
Cover Image
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Cover Image
Text selection
Kelly, Bryan T.; Manela, Asaf; Moreira, Alan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 859-879
Persistent link: https://www.econbiz.de/10012653195
Cover Image
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Cover Image
Generic conditions for forecast dominance
Krüger, Fabian; Ziegel, Johanna F. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 972-983
Persistent link: https://www.econbiz.de/10012653217
Cover Image
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Cover Image
Nonparametric tests for treatment effect heterogeneity with duration outcomes
Sant'Anna, Pedro H. C. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 816-832
Persistent link: https://www.econbiz.de/10012587986
Cover Image
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 605-621
Persistent link: https://www.econbiz.de/10012588002