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Phillips, Peter C B
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Cho, Jin Seo
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Han, Chirok
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Hong, Seung Hyun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-t Distributions
Hong, Seung Hyun
;
Phillips, Peter C B
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 52-67
Persistent link: https://www.econbiz.de/10008371886
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Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
Xu, Ke-Li
;
Phillips, Peter C B
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-529
Persistent link: https://www.econbiz.de/10009796510
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3
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C B
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10008894204
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