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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~subject:"ARCH model"
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Volatilität"
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Bootstrap approach
ARCH model
Analysis of variance
Estimation
Volatilität
Estimation theory
56
Schätztheorie
56
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16
Portfolio selection
14
Portfolio-Management
14
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13
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Ardia, David
2
Chiu, Wan-Yi
2
Madan, Dilip B.
2
Wu, Xinyu
2
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1
Arnerić, Josip
1
Beechey, Meredith Jane
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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Finance research letters
Journal of econometrics
257
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
International journal of forecasting
31
Computational economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The econometrics journal
26
Applied economics letters
25
Journal of financial econometrics
25
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22
Econometric theory
20
European journal of operational research : EJOR
20
Journal of empirical finance
20
Discussion paper / Centre for Economic Policy Research
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Quantitative finance
18
Journal of banking & finance
17
Insurance / Mathematics & economics
16
Journal of time series econometrics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of risk
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
The European journal of finance
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of financial engineering
8
Journal of econometric methods
8
Regional science & urban economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
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:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
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