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subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Statistical test
Zeitreihenanalyse
Estimation theory
48
Schätztheorie
48
Schätzung
19
Time series analysis
14
Volatility
13
Volatilität
13
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9
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English
31
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Sancetta, Alessio
3
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Bauwens, Luc
1
Buccheri, Giuseppe
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
Grassi, Stefano
1
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1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hautsch, Nikolaus
1
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1
Hong, Seok Young
1
Huang, Haitao
1
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1
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1
Liu, Xiaohui
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
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Journal of financial econometrics
Journal of econometrics
621
Economics letters
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Econometric theory
217
Econometric reviews
178
Discussion paper / Tinbergen Institute
134
CEMMAP working papers / Centre for Microdata Methods and Practice
121
Applied economics letters
107
The econometrics journal
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
NBER Working Paper
92
Cowles Foundation discussion paper
86
CREATES research paper
82
International journal of forecasting
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Economic modelling
79
Econometrics : open access journal
78
NBER working paper series
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Journal of applied econometrics
72
Journal of the American Statistical Association : JASA
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Applied economics
71
Journal of forecasting
68
Discussion paper series / IZA
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Working paper
58
Discussion paper
55
Quantitative economics : QE ; journal of the Econometric Society
53
Working paper / National Bureau of Economic Research, Inc.
53
Computational economics
50
Cowles Foundation Discussion Paper
48
Discussion paper / Center for Economic Research, Tilburg University
45
CESifo working papers
44
SFB 649 discussion paper
43
Discussion papers of interdisciplinary research project 373
41
Journal of empirical finance
41
Journal of time series econometrics
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Working paper series
39
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Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
4
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
5
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
6
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
7
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
8
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
9
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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