//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Dufour, Jean-Marie"
~person:"Kim, Jae H."
~person:"Meddahi, Nour"
~subject:"ARCH-Modell"
~subject:"CAPM"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Bootstrap"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
CAPM
Estimation
Bootstrap approach
16
Bootstrap-Verfahren
16
Theorie
12
Theory
12
Volatility
9
Volatilität
9
Statistical test
8
Statistischer Test
8
Capital income
7
Kapitaleinkommen
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Time series analysis
6
Zeitreihenanalyse
6
Market microstructure
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
Block bootstrap
3
high frequency data
3
market microstructure noise
3
preaveraging
3
realized volatility
3
wild bootstrap
3
ARCH model
2
Arbitrage Pricing Theory
2
Beta risk
2
Betafaktor
2
Black
2
Estimation theory
2
Fieller
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
6
Graue Literatur
6
Working Paper
6
Language
All
English
6
Author
All
Dufour, Jean-Marie
Kim, Jae H.
Meddahi, Nour
Kilian, Lutz
7
Gonçalves, Sílvia
6
Härdle, Wolfgang
6
Lütkepohl, Helmut
6
Hsu, Yu-Chin
5
Wan, Yuanyuan
5
Arai, Yoichi
4
Herwartz, Helmut
4
Kitagawa, Toru
4
Romano, Joseph P.
4
Wolf, Michael
4
Zelenyuk, Valentin
4
Beaulieu, Marie-Claude
3
Benkwitz, Alexander
3
Cavaliere, Giuseppe
3
Hochberg, Yael V.
3
Inoue, Atsushi
3
Koopman, Siem Jan
3
Linton, Oliver
3
Mourifié, Ismael
3
Reimers, Hans-Eggert
3
Serrano, Carlos J.
3
Wolters, Jürgen
3
Ziedonis, Rosemarie H.
3
Andersson, Michael K.
2
Brakel, Jan A. van den
2
Dovonon, Prosper
2
Emirmahmutoglu, Furkan
2
Gao, Jiti
2
Gupta, Rangan
2
Hounyo, Ulrich
2
Huebener, Mathias
2
Jacobson, Tor
2
Jumah, Adusei
2
Khalaf, Lynda
2
Kokoszka, Piotr
2
Kunst, Robert M.
2
Liao, Yuan
2
Lyhagen, Johan
2
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
Cahier
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cahier scientifique
1
IDEI working papers
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Working papers / TSE : WP
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
Saved in:
2
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
3
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
4
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
Saved in:
5
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
6
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->