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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Computational economics"
~isPartOf:"European management journal"
~isPartOf:"Journal of banking & finance"
~subject:"Comparing effects"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Comparing effects
Volatilität
Estimation theory
102
Schätztheorie
102
Time series analysis
28
Zeitreihenanalyse
28
Estimation
27
Schätzung
26
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Portfolio selection
15
Portfolio-Management
15
Regression analysis
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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9
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Bayes-Statistik
7
Bayesian inference
7
Capital income
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Kapitaleinkommen
7
Option pricing theory
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Optionspreistheorie
7
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Omay, Tolga
2
Aloy, Marcel
1
Bartolucci, Francesco
1
Cagnone, Silvia
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Clements, Adam
1
Dempsey, Michael
1
Escobar, Marcos
1
Hasanov, Mübariz
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Iren, Perihan
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Jondeau, Eric
1
Khorunzhina, Natalia
1
Lahaye, Jérôme
1
Leroi-Werelds, Sara
1
Li, Hongzhou
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Li, Yifan
1
Mozumder, Sharif
1
Nolte, Ingmar
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Richard, Jean-François
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Walker, Patrick S.
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Wang, Bo
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Xu, Qi
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Yalta, A. Talha
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Zhao, Jiajia
1
Zhu, Shunwei
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Computational economics
European management journal
Journal of banking & finance
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric reviews
27
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of forecasting
15
Finance research letters
14
Journal of financial econometrics
13
Econometric theory
12
Economic modelling
12
The econometrics journal
12
Quantitative finance
11
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
European journal of operational research : EJOR
8
Journal of quantitative economics
7
Journal of risk
7
Journal of forecasting
6
Journal of time series econometrics
6
Applied economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Insurance / Mathematics & economics
5
International journal of financial engineering
5
Journal of mathematical finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
4
Finance and stochastics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Operations research
4
The journal of risk model validation
4
Theoretical economics letters
4
IIMB management review
3
International journal of computational economics and econometrics : IJCEE
3
International journal of theoretical and applied finance
3
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
17
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
7
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
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