Narrow search
Showing 1 - 10 of 533
Cover Image
Nonlinearities and nonstationarities in stock returns
DeLima, Pedro J. F. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10001244003
Cover Image
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Cover Image
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Cover Image
Stable factors in security returns : identification using cross-validation
Conway, Delores A. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001044800
Cover Image
Realized quantiles
Dimitriadis, Timo; Halbleib, Roxana - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Cover Image
Modeling purchases as repeated events
Bijwaard, Govert; Franses, Philip Hans; Paap, Richard - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 487-502
Persistent link: https://www.econbiz.de/10003385180
Cover Image
The proportional hazard model for purchase timing : a comparison of alternative specifications
Seetharaman, P. B.; Chintagunta, Pradeep K. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 368-382
Persistent link: https://www.econbiz.de/10001785813
Cover Image
An empirical investigation of the "dynamic McFadden" model of purchase timing and brand choice : implications for market structure
Chintagunta, Pradeep K. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 2-12
Persistent link: https://www.econbiz.de/10001231060
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
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