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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Volatilität"
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Bootstrap approach
ARCH model
Estimation
Volatilität
Estimation theory
51
Schätztheorie
51
Schätzung
16
Capital income
13
Kapitaleinkommen
13
Portfolio selection
13
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13
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12
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Ardia, David
2
Madan, Dilip B.
2
Wu, Xinyu
2
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1
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1
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1
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1
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Finance research letters
Journal of econometrics
250
Economics letters
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Econometric reviews
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economic modelling
35
Discussion papers / CEPR
30
International journal of forecasting
30
Computational economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The econometrics journal
25
Applied economics letters
24
Applied economics
22
Journal of financial econometrics
22
Econometric theory
20
Discussion paper / Centre for Economic Policy Research
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of empirical finance
18
European journal of operational research : EJOR
17
Journal of banking & finance
17
Quantitative finance
17
Insurance / Mathematics & economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of risk
15
Journal of time series econometrics
15
Energy economics
14
Journal of quantitative economics
14
Journal of forecasting
12
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
10
Journal of mathematical finance
10
Theoretical economics letters
9
International journal of financial engineering
8
Journal of econometric methods
8
Regional science & urban economics
8
Working paper / National Bureau of Economic Research, Inc.
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
10
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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