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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~isPartOf:"Journal of mathematical finance"
~subject:"ARCH model"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH model
Estimation
Estimation theory
89
Schätztheorie
89
Theorie
27
Theory
27
Schätzung
25
Time series analysis
13
Zeitreihenanalyse
13
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9
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4
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4
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33
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Irungu, Irene W.
2
Marcellino, Massimiliano
2
Minford, Patrick
2
Mwita, Peter N.
2
Waititu, Antony G.
2
Adewuyi, Adejumo Wahab
1
Adrian, Tobias
1
Benkwitz, Alexander
1
Beyer, Robert
1
Cavicchioli, Maddalena
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
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1
Epaphra, Manamba
1
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1
Esen, Halil Erturk
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
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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
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1
Kilian, Lutz
1
Kim, Yun Jung
1
Knüppel, Malte
1
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1
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1
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Discussion paper / Centre for Economic Policy Research
International journal of computational economics and econometrics : IJCEE
Journal of mathematical finance
Journal of econometrics
217
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Econometric reviews
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Economic modelling
36
Discussion papers / CEPR
28
International journal of forecasting
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
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25
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23
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23
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23
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22
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20
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18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Insurance / Mathematics & economics
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of economic dynamics & control
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Journal of time series econometrics
14
Energy economics
13
Journal of applied econometrics
12
Journal of quantitative economics
12
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11
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11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Theoretical economics letters
9
Regional science & urban economics
8
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7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of risk model validation
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ECONIS (ZBW)
33
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1
Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
2
Non-parametric Bayesian updating and windowing with kernel density and the kudzu algorithm
Grant, Robert
- In:
International journal of computational economics and …
12
(
2022
)
4
,
pp. 405-428
Persistent link: https://www.econbiz.de/10014307384
Saved in:
3
Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?
Heravi, Saeed M.
;
Patterson, Kerry D.
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10012597684
Saved in:
4
The impact of the CAP Health Check on the price relations of the EU food supply chain : a dynamic panel data cointegration analysis
Rezitis, Anthony N.
;
Rokopanos, Andreas
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 280-303
Persistent link: https://www.econbiz.de/10012597700
Saved in:
5
Two algorithms in sign restrictions : an exploration in an empirical SVAR
Fisher, Lance A.
;
Huh, Hyeon-seung
- In:
International journal of computational economics and …
11
(
2021
)
3
,
pp. 304-321
Persistent link: https://www.econbiz.de/10012597701
Saved in:
6
A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane
;
Sayah, Awatef
- In:
International journal of computational economics and …
11
(
2021
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10012655445
Saved in:
7
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
8
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
9
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
10
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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