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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:"Time series analysis"
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Bootstrap approach
ARCH model
Estimation
Time series analysis
Estimation theory
79
Schätztheorie
79
Theorie
27
Theory
27
Schätzung
21
Zeitreihenanalyse
10
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9
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9
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Irungu, Irene W.
2
Marcellino, Massimiliano
2
Minford, Patrick
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Mwita, Peter N.
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Waititu, Antony G.
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Adewuyi, Adejumo Wahab
1
Adrian, Tobias
1
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Beyer, Robert
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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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Le Barbanchon, Thomas
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
317
Economics letters
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Econometric reviews
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
International journal of forecasting
51
Econometric theory
48
Journal of time series econometrics
40
Economic modelling
39
Computational economics
38
The econometrics journal
37
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
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29
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27
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24
Journal of financial econometrics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Insurance / Mathematics & economics
20
Journal of forecasting
20
European journal of operational research : EJOR
19
Journal of quantitative economics
19
Journal of empirical finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Energy economics
17
Journal of banking & finance
15
Journal of economic dynamics & control
15
Journal of risk
15
Journal of applied econometrics
12
Quantitative finance
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Regional science & urban economics
10
Theoretical economics letters
10
Journal of econometric methods
9
Robustness in econometrics
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and finance
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ECONIS (ZBW)
30
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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
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
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
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:
9
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
10
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:
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