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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Computational economics"
~isPartOf:"European management journal"
~subject:"Comparing effects"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Comparing effects
Kleinste-Quadrate-Methode
Volatilität
Estimation theory
77
Schätztheorie
77
Time series analysis
24
Zeitreihenanalyse
24
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Estimation
15
Schätzung
14
Regression analysis
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10
Nichtparametrisches Verfahren
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Nonparametric statistics
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Bayes-Statistik
6
Bayesian inference
6
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6
Panel study
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Portfolio selection
6
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6
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Statistische Verteilung
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Zustandsraummodell
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ARCH-Modell
5
Bootstrap-Verfahren
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5
Forecasting model
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Kapitaleinkommen
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5
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Omay, Tolga
2
Aloy, Marcel
1
Bartolucci, Francesco
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Colubi, Ana
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Cosbuc, Mircea I.
1
Dempsey, Michael
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Hasanov, Mübariz
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Iren, Perihan
1
Khorunzhina, Natalia
1
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Kundu, Arindam
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Leroi-Werelds, Sara
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Li, Hongzhou
1
Midiliç, Murat
1
Mozumder, Sharif
1
Richard, Jean-François
1
Richter, Nicole Franziska
1
Rigdon, Edward E.
1
Ringle, Christian M.
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Roldán, José Luis
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Santos, Antonio A. F.
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Streukens, Sandra
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Wang, Bo
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Wang, Jianlin
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Yalta, A. Talha
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Computational economics
European management journal
Journal of econometrics
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Econometric reviews
39
Economics letters
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
European journal of operational research : EJOR
16
International journal of forecasting
16
The econometrics journal
15
Finance research letters
14
Econometric theory
13
Journal of financial econometrics
13
Economic modelling
12
Quantitative finance
11
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
Journal of quantitative economics
8
Discussion papers / CEPR
7
Journal of business research : JBR
7
Journal of risk
7
Working paper / National Bureau of Economic Research, Inc.
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of banking & finance
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
5
Insurance / Mathematics & economics
5
International journal of financial engineering
5
Journal of mathematical finance
5
Operations research
5
Working paper series / University of Zurich, Department of Economics
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
International journal of theoretical and applied finance
4
Journal of econometric methods
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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:
3
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:
4
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
5
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
6
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:
7
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:
8
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:
9
The electricity consumption and economic growth nexus in China : a bootstrap seemingly unrelated regression estimator approach
Wang, Jianlin
;
Zhao, Jiajia
;
Li, Hongzhou
- In:
Computational economics
52
(
2018
)
4
,
pp. 1195-1211
Persistent link: https://www.econbiz.de/10012053341
Saved in:
10
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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