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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Theoretical economics letters"
~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
96
Schätztheorie
96
Schätzung
28
Theorie
27
Theory
27
Time series analysis
13
Zeitreihenanalyse
13
ARCH-Modell
11
Volatility
11
Volatilität
11
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10
VAR-Modell
10
USA
9
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9
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8
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8
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7
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7
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7
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5
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5
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5
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5
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4
Causality analysis
4
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4
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4
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4
Financial economics
4
GARCH
4
Geldpolitik
4
India
4
Indien
4
Kapitalmarkttheorie
4
Kausalanalyse
4
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4
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4
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19
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English
36
Author
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Irungu, Irene W.
2
Kumar, Dilip
2
Marcellino, Massimiliano
2
Minford, Patrick
2
Mwita, Peter N.
2
Waititu, Antony G.
2
Abdulmuhyi, M. A.
1
Adewuyi, Adejumo Wahab
1
Adrian, Tobias
1
Auwal, H. M.
1
Balasubramanian, G.
1
Benkwitz, Alexander
1
Beyer, Robert
1
Bhat, Aparna
1
Bielak, Łukasz
1
Cavicchioli, Maddalena
1
Chattopadhyay, Siddhartha
1
Cheng, Hao
1
Collard-Wexler, Allan
1
Crawford, Gregory S.
1
Crump, Richard K.
1
Davezies, Laurent
1
De Loecker, Jan
1
Delattre, Eric
1
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1
Epaphra, Manamba
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
Gürkaynak, Refet S.
1
Hanousek, Jan
1
Iaria, Alessandro
1
Jordà, Òscar
1
Kilian, Lutz
1
Kim, Yun Jung
1
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Discussion paper / Centre for Economic Policy Research
Journal of mathematical finance
Theoretical economics letters
Journal of econometrics
217
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Econometric reviews
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Economic modelling
34
Discussion papers / CEPR
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
International journal of forecasting
26
The econometrics journal
25
Applied economics letters
23
Computational economics
23
Applied economics
22
Finance research letters
22
Journal of financial econometrics
20
Econometric theory
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
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of empirical finance
14
Journal of risk
14
Journal of time series econometrics
14
Energy economics
13
Journal of quantitative economics
12
Journal of forecasting
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
10
Quantitative finance
10
Regional science & urban economics
8
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Letters in spatial and resource sciences : LSRS
6
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ECONIS (ZBW)
36
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Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
2
Estimation of unobserved inflation expectations in India using state-space model
Chattopadhyay, Siddhartha
;
Sahu, Sohini
;
Saakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1480-1488
Persistent link: https://www.econbiz.de/10012104486
Saved in:
3
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
9
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
10
On the estimation of causality in a bivariate dynamic probit model on panel data with stata software : a technical review
Moussa, Richard
;
Delattre, Eric
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1257-1278
Persistent link: https://www.econbiz.de/10011888210
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