Similar Search Results

Inference for local distributions at high sampling frequencies : a bootstrap approach

Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012439150

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

Statistical methods for distributional analysis

Cowell, Frank A.; Flachaire, Emmanuel - 2015

Persistent link: https://www.econbiz.de/10010510165

Chapter 6. Statistical Methods for Distributional Analysis

Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

Persistent link: https://www.econbiz.de/10014025345

Mixed-scale jump regressions with bootstrap inference

Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Chen, Rui - In: Journal of econometrics 201 (2017) 2, pp. 417-432

Persistent link: https://www.econbiz.de/10011920538

Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155

Persistent link: https://www.econbiz.de/10012110246

The use of the bootstrap method for the assessment of investment effectiveness and risk : the case of confidence intervals estimation for the Sharpe ratio and TailVaR

Klaudia, Jarno; Łukasz, Smaga - In: Journal of banking and financial economics 1 (2020) 13, pp. 40-50

This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …

Persistent link: https://www.econbiz.de/10012887711

How many factors are important in U.K. stock returns?

Fletcher, Jonathan - In: The European journal of finance 25 (2019) 13, pp. 1234-1249

Persistent link: https://www.econbiz.de/10012207080

Estimating and testing nonlinear local dependence between two time series

Lacal, Virginia; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 648-660

Persistent link: https://www.econbiz.de/10012179003

Robust inference under time-varying volatility : a real-time evaluation of professional forecasters

Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030

Persistent link: https://www.econbiz.de/10013464645

1
2
3
4
5
6
7
8
9
10
Next
Last