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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper series"
~subject:"Bootstrap approach"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Bootstrap approach
Estimation theory
375
Schätztheorie
375
Theorie
107
Theory
107
Time series analysis
93
Zeitreihenanalyse
93
Forecasting model
77
Prognoseverfahren
77
Regression analysis
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Nichtparametrisches Verfahren
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Estimation
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Härdle, Wolfgang
6
Canepa, Alessandra
3
Jentsch, Carsten
3
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Benkwitz, Alexander
2
Küchler, Uwe
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Neumann, Michael H.
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Reiß, Markus
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Sommerfeld, Volker
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Abraham, Bovas
1
An, Yang
1
Balakrishna, N.
1
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1
Blanco-Fernández, Ángela
1
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1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chen, Bei
1
Dankenbring, Henning
1
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1
Fei, Tianlun
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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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
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Discussion papers of interdisciplinary research project 373
Journal of forecasting
Working paper series
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Econometric reviews
53
Economics letters
49
Discussion paper / Tinbergen Institute
47
CREATES research paper
37
Econometric theory
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33
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25
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23
Journal of empirical finance
22
European journal of operational research : EJOR
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
20
Econometrics : open access journal
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International journal of forecasting
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Journal of banking & finance
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Computational economics
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Finance research letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of financial econometrics
17
Quantitative finance
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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
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of theoretical and applied finance
15
Insurance / Mathematics & economics
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Operations research
14
Queen's Economics Department working paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of applied econometrics
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ECONIS (ZBW)
48
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar
-
2022
Persistent link: https://www.econbiz.de/10013162000
Saved in:
4
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
5
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
6
Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
Saved in:
7
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
Saved in:
10
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
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