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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Schätzung
Zeitreihenanalyse
Estimation theory
65
Schätztheorie
65
Estimation
22
Volatility
13
Volatilität
13
Time series analysis
11
Bayes-Statistik
9
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9
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Option pricing theory
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Optionspreistheorie
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Scientific modelling
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monte-Carlo-Simulation
6
Probability theory
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Lütkepohl, Helmut
2
Achab, Massil
1
Almeida, Caio
1
Bacry, E.
1
Behrendt, Simon
1
Boudreault, Mathieu
1
Buccheri, G.
1
Böhl, Gregor
1
Canabarro, Askery
1
Cang, Yuquan
1
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1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Faria, Adriano
1
Gauthier, Geneviève
1
Guo, Meihui
1
Hong, Yongmiao
1
Huang, Jinbo
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Khalaf, Lynda
1
Kim, Jang Ho
1
Kim, Tae-hwan
1
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Lambertini, Luisa
1
Lee, Dong Jin
1
Lee, Yongjae
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Li, Yong
1
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Liu, Xiaochun
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Mboussa Anga, G.
1
Milunovich, George
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Mizen, Paul
1
Moneta, Alessio
1
Muzy, J. F.
1
Nuguer, Victoria
1
Pallante, Gianluca
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Journal of economic dynamics & control
Quantitative finance
Journal of econometrics
321
Economics letters
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Econometric reviews
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
International journal of forecasting
52
Econometric theory
46
Economic modelling
40
Journal of time series econometrics
38
Applied economics letters
35
Computational economics
35
The econometrics journal
35
Finance research letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Discussion papers / CEPR
29
Journal of empirical finance
23
Applied economics
22
Journal of financial econometrics
22
Discussion paper / Centre for Economic Policy Research
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
European journal of operational research : EJOR
20
Journal of quantitative economics
19
Journal of forecasting
18
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
16
Insurance / Mathematics & economics
16
Journal of risk
16
Journal of applied econometrics
15
Journal of banking & finance
14
Working paper / National Bureau of Economic Research, Inc.
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Regional science & urban economics
10
Journal of mathematical finance
9
Theoretical economics letters
9
International journal of economics and finance
8
Journal of financial economics
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25
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1
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
2
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:
3
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
5
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
6
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
7
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
8
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
9
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
10
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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