//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"European management journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Comparing effects"
~subject:"Korrelation"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Comparing effects
Korrelation
Risikomaß
Estimation theory
43
Schätztheorie
43
Estimation
15
Schätzung
15
Time series analysis
13
Zeitreihenanalyse
13
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Correlation
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
Risk measure
7
Analysis of variance
6
Capital income
6
Kapitaleinkommen
6
Varianzanalyse
6
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Sampling
4
Statistical inference
4
Stichprobenerhebung
4
value-at-risk
4
Autocorrelation
3
Autokorrelation
3
Bootstrap-Verfahren
3
Börsenkurs
3
Induktive Statistik
3
Regression analysis
3
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Agrawal, Raj
1
Bauwens, Luc
1
Cai, Charlie X.
1
Cai, Yuzhi
1
De Nard, Gianluca
1
Grønneberg, Steffen
1
Han, Heejoon
1
Hoga, Yannick
1
Hu, Xueping
1
Inoue, Atsushi
1
Jiang, Rong
1
Jung, Whayoung
1
Karabiyik, Hande
1
Kim, Minjoo
1
Ledoit, Olivier
1
Lee, Ji Hyung
1
Leroi-Werelds, Sara
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Lu, Jin
1
Lucas, André
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Opschoor, Anne
1
Otranto, Edoardo
1
Pelletier, Denis
1
Roy, Uma
1
Schweikert, Karsten
1
Shin, Yongcheol
1
Stander, Julian
1
Streukens, Sandra
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Uhler, Caroline
1
Westerlund, Joakim
1
Wolf, Michael
1
Yu, Keming
1
Zhang, Qi
1
more ...
less ...
Published in...
All
European management journal
Journal of financial econometrics
Journal of econometrics
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric reviews
25
Economics letters
24
Insurance / Mathematics & economics
20
The econometrics journal
17
Finance research letters
15
Journal of risk
14
Computational economics
12
International journal of forecasting
12
European journal of operational research : EJOR
10
Econometric theory
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of banking & finance
8
Quantitative finance
8
The journal of risk model validation
8
Applied economics
7
Applied economics letters
7
Journal of empirical finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Operations research
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of mathematical finance
5
Journal of time series econometrics
5
Regional science & urban economics
5
Scandinavian actuarial journal
5
The journal of computational finance
5
Economic modelling
4
Journal of economic dynamics & control
4
Journal of quantitative economics
4
Astin bulletin : the journal of the International Actuarial Association
3
Discussion paper / Centre for Economic Policy Research
3
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
3
International journal of economics and finance
3
International journal of theoretical and applied finance
3
Journal of applied econometrics
3
Journal of forecasting
3
Organizational research methods : ORM
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
4
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
5
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
6
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:
7
Single-index expectile models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
Saved in:
8
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
9
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->