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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Theory
Zeitreihenanalyse
Estimation theory
70
Schätztheorie
70
Theorie
27
Estimation
17
Schätzung
17
Time series analysis
10
USA
9
United States
9
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7
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7
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5
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Canova, Fabio
3
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Marcellino, Massimiliano
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1
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Beyer, Robert
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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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Jordà, Òscar
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Kassouri, Yacouba
1
Kim, Yun Jung
1
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Discussion paper / Centre for Economic Policy Research
Research in international business and finance
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
66
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Econometric theory
40
International journal of forecasting
40
Journal of time series econometrics
37
Computational economics
26
The econometrics journal
25
Working paper / National Bureau of Economic Research, Inc.
21
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17
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14
Journal of financial econometrics
14
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Finance research letters
13
Journal of forecasting
12
Essays in honor of Joon Y. Park : econometric theory
10
Journal of quantitative economics
10
The review of economics and statistics
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
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Journal of empirical finance
9
Discussion papers / CEPR
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Energy economics
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Jahrbücher für Nationalökonomie und Statistik
8
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk
7
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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International journal of production economics
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Journal of applied econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
36
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1
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
2
Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba
;
Altıntaş, Halil
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
Saved in:
3
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome
- In:
Research in international business and finance
47
(
2019
),
pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Saved in:
4
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:
5
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011947663
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
7
The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
Saved in:
8
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
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