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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance research letters"
~subject:"Analysis of variance"
~subject:"Nichtlineare Regression"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Analysis of variance
Nichtlineare Regression
Time series analysis
Estimation theory
114
Schätztheorie
114
Estimation
31
Schätzung
31
Theorie
27
Theory
27
Zeitreihenanalyse
16
Capital income
15
Kapitaleinkommen
15
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14
Volatilität
14
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13
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6
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30
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Chiu, Wan-Yi
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Andreou, Elena
1
Ardia, David
1
Barnichon, Régis
1
Beechey, Meredith Jane
1
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1
Bluteau, Keven
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1
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1
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1
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1
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1
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1
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1
Fernández-Villaverde, Jesús
1
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1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
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1
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Marcellino, Massimiliano
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1
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1
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Discussion paper / Centre for Economic Policy Research
Finance research letters
Journal of econometrics
223
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Econometric reviews
68
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Econometric theory
44
International journal of forecasting
42
Journal of time series econometrics
37
The econometrics journal
28
Computational economics
27
Applied economics letters
19
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of financial econometrics
16
Applied economics
13
European journal of operational research : EJOR
12
Journal of forecasting
12
Journal of quantitative economics
12
Journal of empirical finance
11
Essays in honor of Joon Y. Park : econometric theory
10
Insurance / Mathematics & economics
9
Quantitative finance
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of risk
7
Discussion papers / CEPR
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Regional science & urban economics
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Research in international business and finance
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ECONIS (ZBW)
30
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
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
Saved in:
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
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
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:
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
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
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