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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Bauwens, Luc"
~person:"Fosten, Jack"
~person:"Francq, Christian"
~person:"Yang, Zhenlin"
~subject:"Börsenkurs"
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Bootstrap approach
Börsenkurs
Estimation theory
29
Schätztheorie
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ARCH model
12
ARCH-Modell
12
Estimation
11
Schätzung
11
Bootstrap-Verfahren
8
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Bauwens, Luc
Fosten, Jack
Francq, Christian
Yang, Zhenlin
Li, Jia
7
Nielsen, Morten Ørregaard
6
Todorov, Viktor
6
Hounyo, Ulrich
5
Kim, Donggyu
5
MacKinnon, James G.
5
Tauchen, George Eugene
5
Taylor, Robert
5
Webb, Matthew
5
Cavaliere, Giuseppe
4
Kilian, Lutz
4
Rodrigues, Paulo M. M.
4
Song, Xiaojun
4
Wang, Yazhen
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Honoré, Bo E.
3
Hu, Luojia
3
Inoue, Atsushi
3
Kato, Kengo
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
Lütkepohl, Helmut
3
Maheswaran, S.
3
Mykland, Per A.
3
Omay, Tolga
3
Potiron, Yoann
3
Santos, Andres
3
Wang, Shouyang
3
Bollerslev, Tim
2
Chen, Qihui
2
Chen, Yi-ting
2
Clinet, Simon
2
Daraio, Cinzia
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Regional science & urban economics
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
12
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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6
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
7
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
8
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
Saved in:
9
Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin
;
Yu, Jihai
;
Liu, Shew Fan
- In:
Regional science & urban economics
61
(
2016
),
pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
Saved in:
10
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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