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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of time series econometrics"
~person:"Cataldo, James M."
~person:"Dēmos, Antōnēs A."
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
ARCH model
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Estimation theory
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Edgeworth expansion
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formal Edgeworth distribution
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Cataldo, James M.
Dēmos, Antōnēs A.
Arvanitis, Stelios
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Asai, Manabu
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Discussion paper / Centre for Economic Policy Research
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of time series econometrics
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Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges
;
Cataldo, James M.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
Saved in:
2
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
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