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Do leading indicators lead peaks more than troughs?
Paap, Richard; Segers, Rene; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 528-543
Persistent link: https://www.econbiz.de/10003913434
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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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Bayesian analysis of the output gap
Planas, Christophe; Rossi, Alessandro; Fiorentini, Gabriele - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 18-32
Persistent link: https://www.econbiz.de/10003625190
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A comparison of the real-time performance of business cycle dating methods
Chauvet, Marcelle; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10003625213
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10003625239
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Private insurance, selection, and health care use : a Bayesian analysis of a Roy-type model
Deb, Parta; Munkin, Murat K.; Trivedi, Pravin K. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 403-415
Persistent link: https://www.econbiz.de/10003385137
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An econometric analysis of some models for constructed binary time series
Harding, Don; Pagan, Adrian R. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 86-95
Persistent link: https://www.econbiz.de/10009159112
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Multivariate stochastic volatility via Wishart processes: a comment
Rinnergschwentner, Wolfgang; Tappeiner, Gottfried; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 164
Persistent link: https://www.econbiz.de/10009558917
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Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina; Rodrigues, Paulo Jorge Maurício; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
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Flexible modeling of dependence in volatility processes
Kalli, Maria; Griffin, Jim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 102-113
Persistent link: https://www.econbiz.de/10011389911