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subject:"Wechselkurs"
type:"article"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Bootstrap approach"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Bootstrap approach
Volatilität
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Statistical theory
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Statistische Methodenlehre
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
28
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
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83
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Davidson, Russell
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Lucas, André
2
MacKinnon, James G.
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Song, Xiaojun
2
Tsay, Ruey S.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Antoine, Bertille
1
Bai, Yuehao
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
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Boswijk, Herman Peter
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Brown, Bryan W.
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1
Callen, Jeffrey L.
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Cavaliere, Giuseppe
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1
Chao, Shih-Kang
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Yi-ting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
181
Econometric reviews
43
Economics letters
43
Economic modelling
29
Econometric theory
27
The econometrics journal
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of forecasting
18
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Quantitative finance
16
Econometrics : open access journal
15
Journal of financial econometrics
15
Computational economics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Finance research letters
14
Journal of forecasting
14
International journal of theoretical and applied finance
13
European journal of operational research : EJOR
12
International journal of economics and financial issues : IJEFI
12
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
Journal of the American Statistical Association : JASA
12
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk
9
Applied economics letters
8
Finance and stochastics
8
International journal of financial engineering
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Risks : open access journal
8
Journal of international money and finance
7
Journal of mathematical finance
7
Journal of quantitative economics
7
Journal of time series econometrics
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Quantitative economics : QE ; journal of the Econometric Society
7
Research in international business and finance
7
Asia-Pacific financial markets
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ECONIS (ZBW)
83
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
5
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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