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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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ECONIS (ZBW)
533
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
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5
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
Saved in:
6
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
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7
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
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8
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
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9
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
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10
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
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