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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~source:"econis"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Statistical distribution
Estimation theory
157
Schätztheorie
157
Time series analysis
60
Zeitreihenanalyse
60
Estimation
55
Schätzung
55
Volatility
35
Volatilität
35
ARCH model
22
ARCH-Modell
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19
Portfolio selection
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Bekiros, Stelios
1
Canabarro, Askery
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chen, Wilson Ye
1
Chi, Xie
1
Chu, Chih-Kang
1
Dark, Jonathan Graeme
1
De Angelis, Luca
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
Kok Haur Ng
1
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1
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1
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1
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1
Paolella, Marc S.
1
Paulusch, Joachim
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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Journal of banking & finance
Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
29
Insurance / Mathematics & economics
29
Economics letters
23
The econometrics journal
15
European journal of operational research : EJOR
13
Econometric theory
11
International journal of forecasting
11
Computational economics
10
Journal of financial econometrics
10
Applied economics
8
Finance research letters
8
Journal of mathematical finance
7
Operations research
6
Scandinavian actuarial journal
6
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5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of risk
5
The journal of operational risk
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
Computational Management Science : CMS
4
Journal of forecasting
4
Journal of quantitative economics
4
Journal of time series econometrics
4
Operations research letters
4
Applied economics letters
3
Discussion paper / Centre for Economic Policy Research
3
INFORMS journal on optimization
3
International journal of quality & reliability management
3
Journal of applied econometrics
3
Journal of economic inequality
3
Journal of empirical finance
3
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Journal of risk : JOR
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Regional science & urban economics
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1
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
2
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
3
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
4
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
5
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
6
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
7
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
8
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
9
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
10
A logistic regression point of view toward loss given default distribution estimation
Hwang, Ruey-Ching
;
Chu, Chih-Kang
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10011906390
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