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subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Statistical distribution"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Statistical distribution
Stochastic process
Estimation theory
113
Schätztheorie
113
Estimation
41
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40
Volatility
29
Volatilität
29
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Schuermann, Til
2
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1
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Journal of banking & finance
Quantitative finance
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
56
Insurance / Mathematics & economics
54
Econometric theory
48
Economics letters
48
Discussion paper / Tinbergen Institute
47
CEMMAP working papers / Centre for Microdata Methods and Practice
43
The econometrics journal
35
European journal of operational research : EJOR
31
CREATES research paper
30
Cowles Foundation discussion paper
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Journal of the American Statistical Association : JASA
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Discussion papers of interdisciplinary research project 373
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Statistics in transition : an international journal of the Polish Statistical Association
28
Econometrics : open access journal
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Discussion paper / Center for Economic Research, Tilburg University
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
SFB 649 discussion paper
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Risks : open access journal
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International journal of forecasting
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Journal of empirical finance
16
Operations research
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Working papers / TSE : WP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Finance research letters
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of financial econometrics
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KBI
14
Applied economics letters
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Journal of mathematical finance
13
Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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Queen's Economics Department working paper
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
3
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
4
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
5
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
6
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
9
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:
10
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
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