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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Schätzung
Zeitreihenanalyse
Estimation theory
51
Schätztheorie
51
Estimation
20
Risikomaß
17
Risk measure
17
Portfolio selection
16
Portfolio-Management
16
Volatility
16
Volatilität
16
Time series analysis
13
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10
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Option pricing theory
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Article
26
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Aufsatz in Zeitschrift
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26
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English
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
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Cipra, Tomáš
1
Fabozzi, Frank J.
1
Feng, Yuanhua
1
Fischer, Matthias
1
Gatarek, Lukasz
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
Kim, Jang Ho
1
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1
Lamb, John D.
1
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1
Lee, Yongjae
1
Letmathe, Sebastian
1
Liu, Guangying
1
Luger, Richard
1
Mainzer, Rheanna
1
Mboussa Anga, G.
1
Monville, Maura E.
1
Muzy, J. F.
1
Nagl, Maximilian
1
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Journal of risk
Quantitative finance
Journal of econometrics
304
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Econometric reviews
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
International journal of forecasting
48
Econometric theory
45
Economic modelling
38
Journal of time series econometrics
38
The econometrics journal
35
Computational economics
33
Applied economics letters
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
26
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics
20
European journal of operational research : EJOR
19
Journal of empirical finance
17
Journal of forecasting
17
Journal of quantitative economics
17
Energy economics
16
Insurance / Mathematics & economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
13
Journal of applied econometrics
12
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 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
Letters in spatial and resource sciences : LSRS
7
International journal of financial engineering
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
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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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