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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Journal of econometrics"
~subject:"Bootstrap approach"
~subject:"Volatility"
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Bootstrap approach
Volatility
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Todorov, Viktor
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Journal of money, credit and banking : JMCB
Journal of econometrics
Energy economics
187
Finance research letters
180
Applied economics
176
Economic modelling
169
International review of economics & finance : IREF
154
International review of financial analysis
154
The North American journal of economics and finance : a journal of financial economics studies
135
NBER working paper series
132
Journal of banking & finance
129
Working paper / National Bureau of Economic Research, Inc.
128
Research in international business and finance
120
Journal of international money and finance
119
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115
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114
Applied economics letters
109
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106
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100
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99
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99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
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80
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79
Journal of risk and financial management : JRFM
76
The journal of futures markets
75
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69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The European journal of finance
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International journal of finance & economics : IJFE
65
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
58
Pacific-Basin finance journal
58
International journal of forecasting
57
Journal of financial economics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Econometric reviews
53
IMF working papers
50
International Journal of Energy Economics and Policy : IJEEP
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1
How much bang for the buck? : Mexico and dollarization
Levine, Ross
;
Carkovic, Maria Vicenta
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
2,2
,
pp. 339-363
Persistent link: https://www.econbiz.de/10001580602
Saved in:
2
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
3
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
4
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
6
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
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
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
The high-frequency response of the EUR-USD exchange rate to ECB communication
Conrad, Christian
;
Lamla, Michael L.
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
7
,
pp. 1391-1417
Persistent link: https://www.econbiz.de/10008823781
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