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~isPartOf:"Econometric theory"
~language:"eng"
~source:"econis"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
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Nichtparametrisches Verfahren
Nonparametric statistics
Volatilität
Time series analysis
315
Zeitreihenanalyse
315
Theorie
208
Theory
208
Estimation theory
169
Schätztheorie
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Bootstrap approach
41
Bootstrap-Verfahren
41
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Cointegration
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Kointegration
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Stochastic process
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Estimation
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Cai, Zongwu
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3
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Cavaliere, Giuseppe
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Gao, Jiti
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Hong, Yongmiao
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Hounyo, Ulrich
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Kanaya, Shin
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Econometric theory
Journal of econometrics
194
Discussion paper / Tinbergen Institute
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Energy economics
74
International journal of forecasting
72
Economic modelling
65
Econometric reviews
56
Journal of empirical finance
51
Economics letters
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
45
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Journal of forecasting
42
Applied economics
38
SFB 649 discussion paper
38
Working paper
37
CREATES research paper
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
The North American journal of economics and finance : a journal of financial economics studies
32
Computational economics
31
Journal of risk and financial management : JRFM
31
International review of financial analysis
30
International review of economics & finance : IREF
29
Journal of financial econometrics
29
Cowles Foundation Discussion Paper
27
Econometrics : open access journal
27
Journal of banking & finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Quantitative finance
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Research in international business and finance
24
Discussion papers of interdisciplinary research project 373
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Applied economics letters
22
The econometrics journal
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CESifo working papers
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Journal of economic dynamics & control
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Cambridge working papers in economics
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1
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
2
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
3
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
4
Specification test for conditional distribution with functional data
Ferraty, Frederic
;
Quintela del Río, Alejandro
;
Vieu, …
- In:
Econometric theory
28
(
2012
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
Saved in:
5
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
6
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
7
Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang
;
Huet, Sylvie
;
Mammen, Enno
; …
- In:
Econometric theory
20
(
2004
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
Saved in:
8
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
9
Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph
- In:
Econometric theory
36
(
2020
)
4
,
pp. 583-625
Persistent link: https://www.econbiz.de/10012258409
Saved in:
10
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
- In:
Econometric theory
31
(
2015
)
5
,
pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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