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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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3
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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4
On the nonlinear predictability of stock returns using financial and economic variables
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 380-382
Persistent link: https://www.econbiz.de/10001603263
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5
Nonlinear predictability of stock returns using financial and economic variables
Qi, Min
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 419-429
Persistent link: https://www.econbiz.de/10001412850
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6
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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7
Dynamic factors and the source of momentum profits
Yao, Tong
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
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8
Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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10
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
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