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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial econometrics"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Zeitreihenanalyse
Estimation theory
94
Schätztheorie
94
Estimation
31
Schätzung
31
Time series analysis
25
Volatility
23
Volatilität
23
Portfolio selection
22
Portfolio-Management
22
ARCH model
19
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19
Capital income
19
Kapitaleinkommen
19
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18
Prognoseverfahren
18
Correlation
15
Korrelation
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14
Risk measure
14
Statistical distribution
14
Statistische Verteilung
14
Analysis of variance
12
Varianzanalyse
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8
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8
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Regressionsanalyse
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Stochastic process
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6
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6
Statistischer Test
6
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5
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5
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5
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5
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28
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Aufsatz in Zeitschrift
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28
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7
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7
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28
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Bauwens, Luc
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Boynton, Wentworth
1
Bufalo, Michele
1
Chen, Fang
1
Cipollini, Fabrizio
1
Du, Xiuli
1
Fang, Puyi
1
Gallo, Giampiero M.
1
Gao, Zhaoxing
1
Grønneberg, Steffen
1
Guégan, Dominique
1
Hafner, Christian M.
1
Han, Heejoon
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jung, Whayoung
1
Kim, Jae H.
1
Ko, Yi-Chen
1
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1
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1
Li, Haiqi
1
Li, Peng
1
Liu, Cheng
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
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1
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Discussion paper / Centre for Economic Policy Research
Finance research letters
Journal of financial econometrics
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
68
Economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of forecasting
40
Econometric theory
39
Journal of time series econometrics
37
Computational economics
26
The econometrics journal
24
Applied economics letters
17
Economic modelling
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Applied economics
13
Journal of forecasting
12
Journal of empirical finance
10
Journal of quantitative economics
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
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8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk
7
Quantitative finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
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
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Operations research
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ECONIS (ZBW)
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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6
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
7
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
8
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
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