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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"European management journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Comparing effects"
~subject:"Portfolio selection"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Comparing effects
Portfolio selection
Statistischer Test
Estimation theory
43
Schätztheorie
43
Estimation
15
Schätzung
15
Time series analysis
13
Zeitreihenanalyse
13
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11
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11
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8
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value-at-risk
4
Autocorrelation
3
Autokorrelation
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Bootstrap-Verfahren
3
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3
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Kleibergen, Frank
2
Kong, Lingwei
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2
Agrawal, Raj
1
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1
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1
Cornilly, Dries
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
Streukens, Sandra
1
Sucarrat, Genaro
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European management journal
Journal of financial econometrics
Journal of econometrics
142
Econometric reviews
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
33
The econometrics journal
21
Econometric theory
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Finance research letters
16
Computational economics
13
European journal of operational research : EJOR
12
Journal of time series econometrics
12
Insurance / Mathematics & economics
11
Journal of risk
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Economic modelling
9
International journal of forecasting
9
Journal of banking & finance
9
Quantitative finance
9
Journal of empirical finance
8
Operations research
8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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5
OECD Guidelines for the Testing of Chemicals, Section 1
5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of theoretical and applied finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
15
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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
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
3
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:
4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
5
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
6
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:
7
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:
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
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:
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