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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of mathematical finance"
~subject:"ARCH model"
~subject:"Estimation"
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Bootstrap approach
ARCH model
Estimation
Estimation theory
79
Schätztheorie
79
Theorie
27
Theory
27
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21
Time series analysis
10
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Irungu, Irene W.
2
Marcellino, Massimiliano
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Mwita, Peter N.
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Waititu, Antony G.
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Adewuyi, Adejumo Wahab
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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
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1
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Discussion paper / Centre for Economic Policy Research
Journal of mathematical finance
Journal of econometrics
217
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Econometric reviews
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Economic modelling
34
Discussion papers / CEPR
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
International journal of forecasting
26
The econometrics journal
25
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23
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22
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22
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20
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18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Insurance / Mathematics & economics
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of economic dynamics & control
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of empirical finance
14
Journal of risk
14
Journal of time series econometrics
14
Energy economics
13
Journal of quantitative economics
12
Journal of forecasting
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
10
Quantitative finance
10
Theoretical economics letters
9
Regional science & urban economics
8
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Letters in spatial and resource sciences : LSRS
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
3
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
4
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
5
Comparing different data descritptors in indirect inference tests onDSGE models
Minford, Patrick
;
Wickens, Michael R.
;
Xu, Yongdeng
-
2017
Persistent link: https://www.econbiz.de/10011619171
Saved in:
6
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent
;
Le Barbanchon, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011619287
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
9
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
10
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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