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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Gao, Jiti"
~person:"Kumar, Dilip"
~subject:"ARCH-Modell"
~subject:"Wechselkurs"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
ARCH-Modell
Wechselkurs
Zeitreihenanalyse
Estimation theory
37
Schätztheorie
37
Estimation
16
Schätzung
16
Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
12
Forecasting model
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Asymptotic theory
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Ausreißer
3
Cointegration
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Kointegration
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Outliers
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Volatility modeling
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Bayes-Statistik
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Factor analysis
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Faktorenanalyse
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Gao, Jiti
Kumar, Dilip
Francq, Christian
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Zhu, Ke
10
Li, Jia
9
Taylor, Robert
9
Kapetanios, George
8
Linton, Oliver
8
Lütkepohl, Helmut
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Omay, Tolga
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Ardia, David
6
Cavaliere, Giuseppe
6
Hill, Jonathan B.
6
Kim, Donggyu
6
Li, Degui
6
Li, Dong
6
Li, Yingying
6
Ling, Shiqing
6
Lucas, André
6
Marcellino, Massimiliano
6
Peng, Liang
6
Poskitt, Donald Stephen
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Todorov, Viktor
6
Zakoïan, Jean-Michel
6
Bauwens, Luc
5
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Hong, Yongmiao
5
Hounyo, Ulrich
5
Inoue, Atsushi
5
Leybourne, Stephen James
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of econometrics
2
The journal of prediction markets
2
Theoretical economics letters
2
Econometric theory
1
Economic modelling
1
Essays in honor of Joon Y. Park : econometric theory
1
IIMB management review
1
International review of economics & finance : IREF
1
Journal of quantitative economics
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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2
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
3
Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
Saved in:
4
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
5
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
6
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
7
Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
Saved in:
8
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
9
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
10
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
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