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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~source:"econis"
~subject:"Statistical distribution"
~subject:"Stochastic process"
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Bootstrap approach
Statistical distribution
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Estimation theory
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Schätztheorie
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Estimation
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Portfolio selection
9
Portfolio-Management
9
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Nichtparametrisches Verfahren
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Hansen, Anne Lundgaard
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Lahaye, Jérôme
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Journal of banking & finance
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
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33
Economics letters
28
European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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The econometrics journal
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Computational economics
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International journal of forecasting
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Finance research letters
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Scandinavian actuarial journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Applied economics letters
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Computational Management Science : CMS
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Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial engineering
5
Journal of applied econometrics
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Mathematics of operations research
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The journal of operational risk
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Asia-Pacific financial markets
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Astin bulletin : the journal of the International Actuarial Association
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
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1
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:
2
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:
3
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
4
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
5
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
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