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The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto; Romagnoli, Silvia - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
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Testing for linearity in Markov switching models : a bootstrap approach
Di Sanzo, Silvestro - In: Statistical methods & applications : SMA ; journal of … 18 (2009) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10003858162
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Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle
Harding, Don - 2010
Persistent link: https://www.econbiz.de/10009579700
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A Tabu Search heuristic procedure in Markov chain bootstrapping
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; … - In: European journal of operational research : EJOR 227 (2013) 2, pp. 367-384
Persistent link: https://www.econbiz.de/10009725608
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Bootstrap prediction intervals for Markov processes
Pan, Li; Politis, Dimitris N. - 2014
Persistent link: https://www.econbiz.de/10011442192
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When does investor sentiment predict stock returns?
Chung, San-lin; Hung, Chi-hsiou; Yeh, Chung-ying - In: Journal of empirical finance 19 (2012) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
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Approximating multivariate Markov chains for bootstrapping through contiguous partitions
Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 803-841
Persistent link: https://www.econbiz.de/10011296686
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Parameter uncertainty in the estimation of the Markov model of labor force activity : known error rates satisfying Daubert
Skoog, Gary R.; Ciecka, James E. - In: Litigation economics review 6 (2003) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10002566444
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Bootstrapping the long run
Conley, Timothy G.; Hansen, Lars Peter; Liu, Wen-fang - In: Macroeconomic dynamics 1 (1997) 2, pp. 279-311
Persistent link: https://www.econbiz.de/10001630054
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Markov chain approximation in bootstrapping autoregressions
Anatolyev, Stanislav (contributor);  … - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740178