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On the role of risk premia in volatility forecasting
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
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Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
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The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
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The identification power of equilibrium in simple games
Aradillas-Lopez, Andres; Tamer, Elie T. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 261-310
Persistent link: https://www.econbiz.de/10003754169
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The sensitivity of productivity estimates : revisiting three important debates
Van Biesebroeck, Johannes - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 311-328
Persistent link: https://www.econbiz.de/10003754175
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Who does not respond in the household expenditure survey : an exercise in extended Gini regressions
Schechtman, Edna; Yitzhaki, Shlomo; Artsev, Yevgeny - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 329-344
Persistent link: https://www.econbiz.de/10003754188
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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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Count models based on Weibull interarrival times
McShane, Blake; Adrian, Moshe; Bradlow, Eric T.; Fader, … - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 369-378
Persistent link: https://www.econbiz.de/10003754197
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Composite forecasting : an integrated approach and optimality reconsidered
Phillips, Robert F. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 3, pp. 389-395
Persistent link: https://www.econbiz.de/10003652066
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Estimation with many instrumental variables
Hansen, Christian Bailey; Hausman, Jerry A.; Newey, … - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 398-422
Persistent link: https://www.econbiz.de/10003772265