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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Hounyo, Ulrich"
~subject:"Schätzung"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Schätzung
Bootstrap approach
6
Estimation theory
4
High-frequency data
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Bootstrap
2
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Martingal
2
Martingale
2
Stable processes
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
Wild bootstrap
2
ARCH model
1
ARCH-Modell
1
Activity index
1
Aktienindex
1
Bipower variation
1
Block bootstrap
1
Blumenthal-Getoor index
1
Bootstrap inference
1
Bootstrapping
1
Börsenkurs
1
Confidence intervals
1
Copulas
1
Correlation
1
Diurnal variation
1
Forecasting model
1
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1
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Hounyo, Ulrich
Cavaliere, Giuseppe
8
Nielsen, Morten Ørregaard
7
Taylor, Robert
7
MacKinnon, James G.
5
Rahbek, Anders
5
Georgiev, Iliyan
4
Gonçalves, Sílvia
4
Webb, Matthew
4
Hidalgo, Javier
3
Inoue, Atsushi
3
Kilian, Lutz
3
Smeekes, Stephan
3
Song, Xiaojun
3
Bohn Nielsen, Heino
2
Boswijk, Herman Peter
2
Davidson, Russell
2
Dovonon, Prosper
2
Fosten, Jack
2
Gutknecht, Daniel
2
Harvey, David I.
2
Jentsch, Carsten
2
Kato, Kengo
2
Khalaf, Lynda
2
Leybourne, Stephen James
2
Parker, Thomas
2
Perron, Benoit
2
Sasaki, Yuya
2
Schafgans, Marcia M. A.
2
Shaikh, Azeem M.
2
Taamouti, Abderrahim
2
Tabri, Rami V.
2
Trenkler, Carsten
2
Varneskov, Rasmus Tangsgaard
2
Wang, Wenjie
2
Zhu, Ke
2
Akram, Muhammad
1
Andrews, Donald W. K.
1
Antoine, Bertille
1
Arteaga-Molina, Luis A.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric theory
3
Journal of money, credit and banking : JMCB
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
2
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
3
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
4
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:
5
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
Saved in:
6
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
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