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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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2
Real-time density forecasts from Bayesian vector autoregressions with stochastic
volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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3
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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4
Markov switching in GARCH processes and mean-reverting stock-market
volatility
Dueker, Michael
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
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5
Direct semi-parametric estimation of the state price density implied in option prices
Frasso, Gianluca
;
Eilers, Paul H. C.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1179-1190
Persistent link: https://www.econbiz.de/10013539477
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6
Comparing density forecasts via weighted likelihood ratio tests
Amisano, Gianni
;
Giacomini, Raffaella
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10003463633
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7
March madness, quantile regression bracketology, and the Hayek hypothesis
Koenker, Roger
;
Bassett, Gilbert W.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10003992791
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8
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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9
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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10
Nowcasting GDP in real time : a density combination approach
Aastveit, Knut Are
;
Gerdrup, Karsten R.
;
Jore, Anne Sofie
; …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 48-68
Persistent link: https://www.econbiz.de/10010380480
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