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On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
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Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
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Outlier detection in cointegration analysis
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
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On estimation of hurst parameter under noisy observations
Liu, Guangying; Jing, Bingyi - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10001209347