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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Statistical test
Zeitreihenanalyse
Estimation theory
61
Schätztheorie
61
Schätzung
25
Risikomaß
20
Risk measure
20
Time series analysis
19
ARCH model
18
ARCH-Modell
18
Portfolio selection
17
Portfolio-Management
17
Volatility
16
Volatilität
16
Statistical distribution
12
Statistische Verteilung
12
Capital income
10
Correlation
10
Forecasting model
10
Kapitaleinkommen
10
Korrelation
10
Prognoseverfahren
10
Stochastic process
7
Stochastischer Prozess
7
Analysis of variance
6
Risiko
6
Risk
6
Statistischer Test
6
Varianzanalyse
6
Autocorrelation
5
Autokorrelation
5
Börsenkurs
5
CAPM
5
Sampling
5
Share price
5
Stichprobenerhebung
5
value-at-risk
5
value-at-risk (VaR)
5
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Article
39
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39
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39
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English
39
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Kleibergen, Frank
2
Kong, Lingwei
2
Zhan, Zhaoguo
2
Ardia, David
1
Auer, Benjamin R.
1
Bauwens, Luc
1
Belhad, Ahmed
1
Berens, Tobias
1
Buccheri, Giuseppe
1
Casas, Isabel
1
Cipollini, Fabrizio
1
Cipra, Tomáš
1
Feng, Yuanhua
1
Ferreira, Eva
1
Fischer, Matthias
1
Gallo, Giampiero M.
1
Gatarek, Lukasz
1
Goldman, Elena
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Guo, Junjie
1
Guo, Zi-Yi
1
Han, Heejoon
1
Hendrych, Radek
1
Hong, Seok Young
1
Hoogerheide, Lennart
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Yixiao
1
Jung, Whayoung
1
Kabaila, Paul
1
Karabiyik, Hande
1
Khalaf, Lynda
1
Ko, Yi-Chen
1
Lamb, John D.
1
Lauria, Davide
1
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Journal of financial econometrics
Journal of risk
Journal of econometrics
356
Economics letters
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
Econometric reviews
119
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Econometric theory
56
International journal of forecasting
54
Economic modelling
41
The econometrics journal
40
Journal of time series econometrics
39
Computational economics
37
Applied economics letters
36
Discussion papers / CEPR
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Finance research letters
28
Applied economics
23
Insurance / Mathematics & economics
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 empirical finance
18
Journal of forecasting
17
Energy economics
16
Journal of applied econometrics
15
Journal of economic dynamics & control
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
13
Journal of econometric methods
13
Quantitative finance
13
Regional science & urban economics
13
OECD Guidelines for the Testing of Chemicals, Section 2
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
The review of economic studies : RES
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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ECONIS (ZBW)
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
8
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
9
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
10
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
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