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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Zeitreihenanalyse
Estimation theory
165
Schätztheorie
165
Time series analysis
70
Estimation
59
Schätzung
59
Volatility
32
Volatilität
32
ARCH model
27
ARCH-Modell
27
Regression analysis
21
Regressionsanalyse
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
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16
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16
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15
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73
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Enders, Walter
2
Escribano, Álvaro
2
Li, Jing
2
Schweikert, Karsten
2
Sucarrat, Genaro
2
Teräsvirta, Timo
2
Abbara, Omar
1
Alptekin, Aynur
1
Baillie, Richard
1
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1
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1
Bauwens, Luc
1
Bekiros, Stelios
1
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1
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1
Bunn, Derek W.
1
Carnero, M. Angeles
1
Chen, Xiaoqi
1
Chuffart, Thomas
1
Cipollini, Fabrizio
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
Dahl, Christian M.
1
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1
De Angelis, Luca
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1
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1
Flachaire, Emmanuel
1
Gallo, Giampiero M.
1
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1
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Energy economics
Journal of financial econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
66
Economics letters
53
Econometric theory
39
International journal of forecasting
39
Journal of time series econometrics
37
Computational economics
26
The econometrics journal
24
Economic modelling
17
Applied economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
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13
Finance research letters
13
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12
Essays in honor of Joon Y. Park : econometric theory
10
Journal of quantitative economics
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of risk
7
Quantitative finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Regional science & urban economics
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Research in international business and finance
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Scandinavian actuarial journal
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International journal of production research
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ECONIS (ZBW)
73
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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5
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
6
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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