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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Schätzung
Share price
Zeitreihenanalyse
Estimation theory
52
Schätztheorie
52
Estimation
20
Risikomaß
17
Risk measure
17
Volatility
17
Volatilität
17
Portfolio selection
16
Portfolio-Management
16
Time series analysis
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26
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Aufsatz in Zeitschrift
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26
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Achab, Massil
1
Ardia, David
1
Auer, Benjamin R.
1
Bacry, E.
1
Behrendt, Simon
1
Belhad, Ahmed
1
Berens, Tobias
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
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1
Chi, Xie
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
Goldman, Elena
1
Guo, Meihui
1
Guo, Zi-Yi
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kabaila, Paul
1
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Lamb, John D.
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1
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1
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1
Mainzer, Rheanna
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1
Monville, Maura E.
1
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1
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1
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Journal of risk
Quantitative finance
Journal of econometrics
311
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Econometric reviews
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
International journal of forecasting
50
Econometric theory
46
Economic modelling
41
Journal of time series econometrics
38
The econometrics journal
35
Applied economics letters
33
Computational economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
30
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics
21
European journal of operational research : EJOR
19
Journal of empirical finance
19
Journal of forecasting
19
Journal of quantitative economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
16
Insurance / Mathematics & economics
16
Journal of applied econometrics
14
Journal of banking & finance
13
Journal of economic dynamics & control
10
Regional science & urban economics
10
Journal of econometric methods
9
Theoretical economics letters
9
International journal of economics and finance
8
Journal of international financial markets, institutions & money
8
Journal of mathematical finance
8
Scandinavian actuarial journal
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of computational economics and econometrics : IJCEE
7
International review of economics & finance : IREF
7
Letters in spatial and resource sciences : LSRS
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ECONIS (ZBW)
26
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1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
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
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:
6
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:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
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:
9
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
Saved in:
10
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
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