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The risk of a mortality catastrophe
Bauer, Daniel; Kramer, Florian - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
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Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
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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
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Forecasting the distribution of economic variables in a data-rich environment
Manzan, Sebastiano - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 144-164
Persistent link: https://www.econbiz.de/10011389997
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Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 270-281
Persistent link: https://www.econbiz.de/10011390035
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Modeling bimodal discrete data using Conway-Maxwell-Poisson mixture models
Sur, Pragya; Shmueli, Galit; Bose, Smarajit; Dubey, Paromita - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 352-365
Persistent link: https://www.econbiz.de/10011390190
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417
Persistent link: https://www.econbiz.de/10011390402
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Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian; Feldkircher, Martin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
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Estimation and inference of distributional partial effects : theory and application
Shen, Shu - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 54-66
Persistent link: https://www.econbiz.de/10012176489
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10012176554