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Bootstrap approach
Volatility
40,917
Volatilität
40,649
Theorie
13,917
Theory
13,503
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9,810
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4,442
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4,322
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4,182
Stochastic process
4,105
Optionspreistheorie
3,913
Option pricing theory
3,852
Schätztheorie
3,844
Estimation theory
3,779
Bootstrap-Verfahren
3,157
Risk
2,676
volatility
2,646
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2,632
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MacKinnon, James G.
64
Cavaliere, Giuseppe
50
Gonçalves, Sílvia
42
Kleijnen, Jack P. C.
39
Davidson, Russell
37
Kilian, Lutz
37
Corradi, Valentina
35
Taylor, Robert
35
Minford, Patrick
34
Rahbek, Anders
33
Swanson, Norman R.
33
Hounyo, Ulrich
32
Wolf, Michael
30
Webb, Matthew
29
Andrews, Donald W. K.
27
Chernozhukov, Victor
27
Kim, Jae H.
26
Linton, Oliver
25
Chen, Xiaohong
24
Smeekes, Stephan
24
Nielsen, Morten Ørregaard
23
Simar, Léopold
23
Inoue, Atsushi
22
Horowitz, Joel
21
Romano, Joseph P.
21
Camponovo, Lorenzo
20
Hatemi-J, Abdulnasser
20
Härdle, Wolfgang
20
Lütkepohl, Helmut
20
White, Halbert
20
Whang, Yoon-jae
19
Phillips, Peter C. B.
18
Politis, Dimitris N.
18
Scaillet, Olivier
17
Zelenyuk, Valentin
17
Kapetanios, George
16
Pouzo, Demian
16
Wickens, Michael R.
16
Hidalgo, Javier
15
Jentsch, Carsten
15
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London School of Economics and Political Science
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Maxwell Graduate School of Citizenship and Public Affairs
2
Svenska Handelshögskolan <Helsinki>
2
Universität Ulm
2
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2
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Cornell University / Department of Applied Economics and Management
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve System / Division of Research and Statistics
1
Iowa State University / Center for Agricultural and Rural Development
1
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1
Lunds universitet
1
Monash University
1
Nationalekonomiska Institutionen <Lund>
1
Scandinavian Institute for Research in Entrepreneurship <Halmstad>
1
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1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of California Davis / Department of Economics
1
University of Connecticut / Department of Economics
1
University of Exeter / Department of Economics
1
University of Michigan / Department of Economics
1
University of Waterloo / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Bremen
1
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Journal of econometrics
178
Economics letters
71
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Econometric reviews
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Econometric theory
42
Queen's Economics Department working paper
39
Economic modelling
36
Applied economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
The econometrics journal
28
International journal of forecasting
27
Cowles Foundation discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Applied economics letters
24
Discussion paper / Tinbergen Institute
23
European journal of operational research : EJOR
23
CREATES research paper
20
Cowles Foundation Discussion Paper
20
Journal of forecasting
20
Cardiff economics working papers
19
Working paper
19
Discussion papers of interdisciplinary research project 373
18
Journal of banking & finance
18
Journal of empirical finance
18
Journal of productivity analysis
18
Computational economics
17
Discussion paper / Centre for Economic Policy Research
17
Journal of applied econometrics
16
Working papers / Rutgers University, Department of Economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometrics : open access journal
13
Working paper series
13
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
Discussion papers / Department of Economics, University of Copenhagen
11
Finance research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
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ECONIS (ZBW)
3,065
RePEc
1
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1
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1
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
2
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
3
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:
4
Testing the parametric form of the
volatility
in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
Saved in:
5
Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
Saved in:
6
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
7
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
8
A comparative study of several bootstrap-based tests for the
volatility
in continuous-time diffusion models
Yan, Tianshun
;
Zhang, Liping
- In:
Portuguese economic journal
19
(
2020
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Saved in:
9
A nonparametric specification test for the
volatility
functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
10
Backtesting VaR models : the case of commodities
Shankar, Devesh
;
Bedi, Prateek
;
Agnihotri, Shalini
; …
- In:
Business analyst : a refereed journal of Shri Ram …
38
(
2017
)
1
,
pp. 36-57
Persistent link: https://www.econbiz.de/10012212962
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