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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"ARCH-Modell"
~subject:"Value-at-Risk"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH-Modell
Value-at-Risk
Zeitreihenanalyse
Estimation theory
39
Schätztheorie
39
Estimation
15
Schätzung
15
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
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8
Statistische Verteilung
8
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Irungu, Irene W.
2
Mwita, Peter N.
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Adewuyi, Adejumo Wahab
1
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1
Bollinger, Christopher R.
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
Omari, Cyprian Ondieki
1
Pesaran, M. Hashem
1
Siziba, Simiso
1
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Journal of applied econometrics
Journal of mathematical finance
Journal of econometrics
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric reviews
69
Economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of forecasting
44
Econometric theory
42
Journal of time series econometrics
39
Computational economics
30
The econometrics journal
26
Economic modelling
20
Finance research letters
20
Applied economics letters
17
Journal of financial econometrics
17
Applied economics
15
Journal of forecasting
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
Journal of risk
12
Journal of empirical finance
11
Journal of quantitative economics
11
Essays in honor of Joon Y. Park : econometric theory
10
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10
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9
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8
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7
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7
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6
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
2
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
3
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
4
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
5
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
6
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
The millennium peak in club convergence : a new look at distributional changes in the wealth of nations
Krause, Melanie
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 621-642
Persistent link: https://www.econbiz.de/10011694772
Saved in:
9
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
10
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
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