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The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Chib, Siddhartha; Shephard, Neil - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 325-326
Persistent link: https://www.econbiz.de/10008216274
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Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001137110
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Markov chain Monte Carlo analysis of correlated count data
Chib, Siddhartha; Winkelmann, Rainer - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 428-435
Persistent link: https://www.econbiz.de/10001646360
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Markov Chain Monte Carlo Analysis of Correlated Count Data
Chib, Siddhartha; Winkelmann, Rainer - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 428-435
Persistent link: https://www.econbiz.de/10008216782
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Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
Albert, James H.; Chib, Siddhartha - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10008224940
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Which factors are risk factors in asset pricing? : a model scan framework
Chib, Siddhartha; Zeng, Xiaming - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 771-783
Persistent link: https://www.econbiz.de/10012313369
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger; Shephard, Neil G.; Sheppard, Kevin - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
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Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
Harvey, Andrew C.; Shephard, Neil - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10008220742
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The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Barndorff-Nielsen, Ole E.; Shephard, Neil - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 179-180
Persistent link: https://www.econbiz.de/10008222689