Narrow search
Showing 71 - 80 of 124
Cover Image
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Cover Image
Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
Cover Image
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Cover Image
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi; West, Mike - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Cover Image
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Cover Image
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Cover Image
Nowcasting GDP in real time : a density combination approach
Aastveit, Knut Are; Gerdrup, Karsten R.; Jore, Anne Sofie; … - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 48-68
Persistent link: https://www.econbiz.de/10010380480
Cover Image
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 323-337
Persistent link: https://www.econbiz.de/10001493863
Cover Image
A Bayesian time series model of multiple structural changes in level, trend, and variance
Wang, Jiahui; Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001494009
Cover Image
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10003012987