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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Statistical test
Stochastischer Prozess
Zeitreihenanalyse
Estimation theory
40
Schätztheorie
40
Schätzung
15
Time series analysis
13
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Correlation
8
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8
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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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Statistischer Test
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4
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4
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value-at-risk
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Börsenkurs
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Induktive Statistik
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Regression analysis
3
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Kleibergen, Frank
2
Kong, Lingwei
2
Zhan, Zhaoguo
2
Bauwens, Luc
1
Buccheri, Giuseppe
1
Casas, Isabel
1
Chen, Feng
1
Cipollini, Fabrizio
1
Dunsmuir, William T.M.
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
Jiang, Yixiao
1
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1
Karabiyik, Hande
1
Khalaf, Lynda
1
Ko, Yi-Chen
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
Mancino, Maria Elvira
1
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1
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1
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Journal of financial econometrics
Journal of econometrics
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economics letters
127
Econometric reviews
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Econometric theory
61
International journal of forecasting
55
Economic modelling
43
Computational economics
42
Journal of time series econometrics
40
The econometrics journal
40
Applied economics letters
36
Discussion papers / CEPR
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Finance research letters
30
European journal of operational research : EJOR
26
Insurance / Mathematics & economics
25
Applied economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Discussion paper / Centre for Economic Policy Research
21
Journal of quantitative economics
21
Journal of empirical finance
20
Journal of forecasting
17
Quantitative finance
17
Energy economics
16
Journal of applied econometrics
16
Journal of economic dynamics & control
16
Journal of risk
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of banking & finance
13
Journal of econometric methods
13
Operations research
13
Regional science & urban economics
13
Essays in honor of Joon Y. Park : econometric theory
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Working paper / National Bureau of Economic Research, Inc.
10
SpringerLink / Bücher
9
The review of economic studies : RES
9
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ECONIS (ZBW)
26
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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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