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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Risk measure"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Risk measure
Statistical test
Zeitreihenanalyse
Estimation theory
40
Schätztheorie
40
Schätzung
15
Time series analysis
13
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
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8
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8
Portfolio selection
8
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8
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7
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6
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6
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6
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5
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5
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5
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4
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4
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value-at-risk
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3
Börsenkurs
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Induktive Statistik
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3
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3
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English
28
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Kleibergen, Frank
2
Kong, Lingwei
2
Zhan, Zhaoguo
2
Bauwens, Luc
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Cipollini, Fabrizio
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
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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
Jach, Agnieszka
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
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1
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1
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1
Lu, Jin
1
Lucas, André
1
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1
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Journal of financial econometrics
Journal of econometrics
361
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Economics letters
125
Econometric reviews
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Econometric theory
56
International journal of forecasting
55
Economic modelling
42
Journal of time series econometrics
40
The econometrics journal
40
Computational economics
39
Applied economics letters
36
Discussion papers / CEPR
32
Insurance / Mathematics & economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Finance research letters
31
Applied economics
24
European journal of operational research : EJOR
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Discussion paper / Centre for Economic Policy Research
21
Journal of quantitative economics
19
Journal of risk
19
Journal of empirical finance
18
Journal of forecasting
17
Energy economics
16
Journal of banking & finance
16
Journal of economic dynamics & control
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of applied econometrics
15
Journal of econometric methods
13
Regional science & urban economics
13
OECD Guidelines for the Testing of Chemicals, Section 2
11
Scandinavian actuarial journal
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 mathematical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
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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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