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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Inoue, Atsushi"
~person:"Mykland, Per A."
~person:"Sentana, Enrique"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Estimation
Estimation theory
46
Schätztheorie
46
Volatility
16
Volatilität
16
Schätzung
13
ARCH model
11
ARCH-Modell
11
VAR model
11
VAR-Modell
11
Kapitaleinkommen
9
Statistical test
9
Statistischer Test
9
Time series analysis
9
Zeitreihenanalyse
9
Bootstrap-Verfahren
5
Börsenkurs
5
CAPM
5
Consistency
5
Forecasting model
5
Induktive Statistik
5
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5
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5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
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5
Prognoseverfahren
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Asynchronous times
4
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4
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4
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4
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English
21
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Francq, Christian
Inoue, Atsushi
Mykland, Per A.
Sentana, Enrique
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Linton, Oliver
9
Su, Liangjun
9
Marcellino, Massimiliano
8
Todorov, Viktor
8
Kumar, Dilip
7
Tauchen, George Eugene
7
Taylor, Robert
7
Tsionas, Efthymios G.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Parmeter, Christopher F.
6
Rodrigues, Paulo M. M.
6
Sun, Yiguo
6
Wang, Taining
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
5
Luger, Richard
5
MacKinnon, James G.
5
Park, Joon Y.
5
Wang, Shouyang
5
Webb, Matthew
5
Winkelmann, Rainer
5
Yao, Feng
5
Zakoïan, Jean-Michel
5
Zhou, Qiankun
5
Andersen, Torben
4
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
21
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1
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:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
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
Saved in:
5
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
6
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
7
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
8
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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