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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Bootstrap approach"
~subject:"Exchange rate"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Bootstrap approach
Exchange rate
Volatility
320
Volatilität
320
Theorie
124
Theory
124
Estimation theory
116
Schätztheorie
116
Stochastic process
104
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Cavaliere, Giuseppe
5
Rahbek, Anders
3
Taylor, Robert
3
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2
Boswijk, Herman Peter
2
Gonçalves, Sílvia
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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
Lee, Beom S.
1
Li, Jia
1
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1
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of international money and finance
82
Applied economics
58
Journal of international financial markets, institutions & money
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economic modelling
47
International review of economics & finance : IREF
44
International journal of finance & economics : IJFE
40
Applied economics letters
39
Applied financial economics
34
International Journal of Energy Economics and Policy : IJEEP
34
International journal of economics and financial issues : IJEFI
34
Finance research letters
32
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31
Research in international business and finance
30
Economics letters
29
Journal of banking & finance
25
International review of financial analysis
23
Journal of empirical finance
22
International economic journal
20
International journal of economics and finance
20
Open economies review
20
The empirical economics letters : a monthly international journal of economics
19
Cogent economics & finance
18
International journal of forecasting
18
Journal of risk and financial management : JRFM
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
The European journal of finance
16
Computational economics
15
Global business review
15
Global finance journal
15
Journal of international economics
15
Journal of multinational financial management
15
Macroeconomics and finance in emerging market economies
15
Journal of forecasting
14
CBN journal of applied statistics
13
Economic systems
13
Econometric reviews
12
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
12
International economics and economic policy : IEEP
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ECONIS (ZBW)
30
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
4
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
5
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
6
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
7
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
8
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
9
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
10
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
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