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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of mathematical finance"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Forecasting model"
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Bootstrap approach
ARCH model
Estimation
Forecasting model
Estimation theory
79
Schätztheorie
79
Theorie
27
Theory
27
Schätzung
21
Time series analysis
10
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10
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9
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Marcellino, Massimiliano
3
Irungu, Irene W.
2
Jordà, Òscar
2
Minford, Patrick
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Mwita, Peter N.
2
Waititu, Antony G.
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Adewuyi, Adejumo Wahab
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
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1
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Discussion paper / Centre for Economic Policy Research
Journal of mathematical finance
Journal of econometrics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Economics letters
97
International journal of forecasting
85
Econometric reviews
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economic modelling
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Discussion papers / CEPR
32
The econometrics journal
32
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29
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28
Journal of forecasting
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
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26
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26
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25
Econometric theory
24
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23
European journal of operational research : EJOR
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of economic dynamics & control
18
Journal of empirical finance
18
Journal of banking & finance
17
Journal of time series econometrics
17
Journal of quantitative economics
16
Journal of risk
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
14
Journal of applied econometrics
12
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Scandinavian actuarial journal
10
Theoretical economics letters
9
Journal of econometric methods
8
Regional science & urban economics
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Robustness in econometrics
8
International journal of economics and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
6
Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619171
Saved in:
7
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent
;
Le Barbanchon, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011619287
Saved in:
8
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
9
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
10
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
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