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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Risk measure"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Risk measure
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
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13
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Kleibergen, Frank
4
Kong, Lingwei
4
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4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Cai, Charlie X.
1
Cai, Yuzhi
1
De Nard, Gianluca
1
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1
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1
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1
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1
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1
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1
Kim, Minjoo
1
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1
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1
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1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
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1
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1
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Journal of financial econometrics
Journal of econometrics
57
Statistics in transition : an international journal of the Polish Statistical Association
32
Economics letters
28
Insurance / Mathematics & economics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Discussion paper / Tinbergen Institute
24
Journal of the American Statistical Association : JASA
22
Journal of risk
21
Econometric reviews
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Central Bureau voor de Statistiek
13
Discussion paper series / IZA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
NBER Working Paper
12
European journal of operational research : EJOR
11
Discussion paper / Center for Economic Research, Tilburg University
10
The econometrics journal
10
Finance research letters
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Working papers / TSE : WP
9
Applied economics
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Europäische Hochschulschriften / 5
8
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The review of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Finance and economics discussion series
7
International journal of forecasting
7
Journal of applied econometrics
7
Journal of empirical finance
7
Metrika : international journal for theoretical and applied statistics
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Risks : open access journal
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Applied economics letters
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
5
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
6
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
7
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
8
Single-index expectile models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
Saved in:
9
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
10
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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