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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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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