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A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
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Out-of-sample performance of discrete-time spot interest rate models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10002374062
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Two-step estimation of linear models with ordinal unobserved variables : the case of corporate bonds
Kao, Chihwa - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001089543
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A New Test for ARCH Effects and Its Finite-Sample Performance
Hong, Yongmiao; Shehadeh, Ramsey D. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10008218710
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Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
Hong, Yongmiao; Li, Haitao; Zhao, Feng - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10008223230