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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Applied economics"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kointegration"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Kointegration
Zeitreihenanalyse
Estimation theory
158
Schätztheorie
158
Time series analysis
65
Estimation
51
Schätzung
50
Volatility
25
Volatilität
25
ARCH model
24
ARCH-Modell
24
Regression analysis
20
Regressionsanalyse
20
Cointegration
17
Nichtparametrisches Verfahren
16
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Structural break
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cointegration
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Börsenkurs
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Blazsek, Szabolcs
3
Licht, Adrian
3
Enders, Walter
2
Kim, Jong-Min
2
Lee, Junsoo
2
Li, Jing
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Ahmad, Yamin
1
Albano, Giuseppina
1
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1
Baillie, Richard
1
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1
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1
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1
Bekiros, Stelios
1
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1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chen, W. D.
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
De Angelis, Luca
1
Di Iorio, Francesca
1
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1
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1
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1
Falk, Barry
1
Feld, Martin H.-J. M.
1
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1
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1
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Applied economics
Decisions in economics and finance : DEF ; a journal of applied mathematics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
69
Economics letters
57
Econometric theory
43
International journal of forecasting
41
Journal of time series econometrics
38
Computational economics
26
The econometrics journal
24
Economic modelling
20
Applied economics letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Finance research letters
15
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14
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12
Journal of quantitative economics
12
Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Journal of empirical finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Energy economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
International journal of economics and finance
7
Journal of risk
7
Discussion papers / CEPR
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Regional science & urban economics
5
Research in international business and finance
5
Scandinavian actuarial journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International journal of computational economics and econometrics : IJCEE
4
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
5
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
6
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
7
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
8
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
9
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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