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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Economic modelling"
~isPartOf:"European management journal"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Direct effects"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH model
Direct effects
Maximum likelihood estimation
Estimation theory
111
Schätztheorie
111
Estimation
47
Schätzung
47
Time series analysis
29
Zeitreihenanalyse
29
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20
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20
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14
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Bertelli, Stefano
1
Bu, Ruijun
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cheng, Jie
1
Dunsmuir, William T.M.
1
Grønneberg, Steffen
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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Economic modelling
European management journal
Journal of financial econometrics
Journal of econometrics
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Econometric reviews
42
Economics letters
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of forecasting
17
The econometrics journal
16
Finance research letters
15
Journal of time series econometrics
15
Computational economics
14
European journal of operational research : EJOR
12
Journal of risk
12
Applied economics
11
Insurance / Mathematics & economics
11
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10
Operations research
10
The North American journal of economics and finance : a journal of financial economics studies
9
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8
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of empirical finance
6
Journal of forecasting
6
Annals of financial economics
5
Discussion paper / Centre for Economic Policy Research
5
Journal of banking & finance
5
The journal of risk model validation
5
Theoretical economics letters
5
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4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Journal of quantitative economics
4
Regional science & urban economics
4
Robustness in econometrics
4
The European journal of finance
4
Discussion papers / CEPR
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
24
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
4
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
5
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
6
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
7
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
10
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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