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~isPartOf:"Finance research letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Cifuentes, Arturo"
~person:"Grose, Simone D."
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Search: subject_exact:"Bootstrap approach"
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Bootstrap approach
6
Bootstrap-Verfahren
6
Time series analysis
4
Zeitreihenanalyse
4
Bias
3
Systematischer Fehler
3
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2
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Cifuentes, Arturo
Grose, Simone D.
Poskitt, Donald Stephen
7
Gao, Jiti
6
Martin, Gael M.
5
Peng, Bin
5
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3
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3
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3
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2
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Finance research letters
Working paper / Department of Econometrics and Business Statistics, Monash University
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
2
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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3
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2013
-
Rev. ed.
Persistent link: https://www.econbiz.de/10010213103
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4
Higher order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
-
2012
Persistent link: https://www.econbiz.de/10009565411
Saved in:
5
Bias reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2012
Persistent link: https://www.econbiz.de/10009565418
Saved in:
6
On the uncertainty of art market returns
Charlin, Ventura
;
Cifuentes, Arturo
- In:
Finance research letters
21
(
2017
),
pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
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