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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Volatilität"
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Bootstrap approach
ARCH model
Estimation
Volatilität
Estimation theory
144
Schätztheorie
144
Forecasting model
94
Prognoseverfahren
94
Time series analysis
52
Zeitreihenanalyse
52
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33
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Ardia, David
2
Clements, Adam
2
Lucas, André
2
Madan, Dilip B.
2
Poon, Aubrey
2
Wu, Xinyu
2
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1
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1
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Finance research letters
International journal of forecasting
Journal of econometrics
250
Economics letters
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Econometric reviews
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economic modelling
37
Discussion papers / CEPR
31
Computational economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The econometrics journal
25
Applied economics letters
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Econometric theory
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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15
Journal of risk
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Journal of time series econometrics
15
Energy economics
14
Journal of quantitative economics
14
Journal of applied econometrics
12
Journal of forecasting
12
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of mathematical finance
10
Theoretical economics letters
9
International journal of financial engineering
8
Journal of econometric methods
8
Regional science & urban economics
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Working paper / National Bureau of Economic Research, Inc.
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
4
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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6
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
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7
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
8
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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9
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
10
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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