Narrow search
Showing 1 - 10 of 73
Cover Image
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Cover Image
On the choice of functional forms : summary of a Monte Carlo experiment
Gagné, Robert - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 118-124
Persistent link: https://www.econbiz.de/10001231012
Cover Image
Analysis of patent data : a mixed-Poisson-regression-model approach
Wang, Peiming - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10001231057
Cover Image
Semiparametric tests for double unit roots based on symmetric estimators
Shin, Dong-wan - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10001253386
Cover Image
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
Cover Image
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
Cover Image
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Cover Image
Density-tempered marginalized sequential Monte Carlo samplers
Duan, Jin-Chuan; Fulop, Andras - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 192-202
Persistent link: https://www.econbiz.de/10011390012
Cover Image
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Cover Image
Inequality constrained state-space models
Qian, Hang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10012177369