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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Risiko"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
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Estimation theory
88
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27
Estimation
19
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19
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Ghysels, Eric
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Marcellino, Massimiliano
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1
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Discussion paper / Centre for Economic Policy Research
Scandinavian actuarial journal
Journal of econometrics
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Econometric reviews
66
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
42
Econometric theory
39
Journal of time series econometrics
37
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The econometrics journal
24
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17
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14
Journal of financial econometrics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
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Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
10
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10
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9
The North American journal of economics and finance : a journal of financial economics studies
9
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
2
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
Saved in:
3
Dynamic modelling and coherent forecasting of mortality rates : a time-varying coefficient spatial-temporal autoregressive approach
Chang, Le
;
Shi, Yanlin
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 843-863
Persistent link: https://www.econbiz.de/10012313742
Saved in:
4
Confidence intervals of the premiums of optimal bonus malus systems
Karlis, Dimitris
;
Tzougas, George
;
Frangos, Nicholas
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10011880840
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
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
8
Robust bootstrap procedures for the chain-ladder method
Peremans, Kris
;
Segaert, Pieter
;
Van Aelst, Stefan
; …
- In:
Scandinavian actuarial journal
(
2017
)
10
,
pp. 870-897
Persistent link: https://www.econbiz.de/10011848709
Saved in:
9
Estimating the Gerber-Shiu function by Fourier-Sinc series expansion
Zhang, Zhimin
- In:
Scandinavian actuarial journal
(
2017
)
10
,
pp. 898-919
Persistent link: https://www.econbiz.de/10011848721
Saved in:
10
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
1
2
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