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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Statistical distribution"
~subject:"Volatility"
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Bootstrap approach
Credit risk
Statistical distribution
Volatility
Estimation theory
25
Schätztheorie
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Estimation
12
Schätzung
12
Portfolio selection
9
Portfolio-Management
9
Volatilität
6
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5
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Clements, Adam
1
Escobar, Marcos
1
Fenech, Jean-Pierre
1
Gao, Jiti
1
Gouriéroux, Christian
1
Gräler, Benedikt
1
Hüttner, Amelie
1
Jondeau, Eric
1
Lahaye, Jérôme
1
Li, Yifan
1
Lu, Yang
1
Nakashima, Kiyotaka
1
Nolte, Ingmar
1
Paolella, Marc S.
1
Paulusch, Joachim
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Rockinger, Michael
1
Scherer, Matthias
1
Schlütter, Sebastian
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Stentoft, Lars
1
Vasios, Michalis
1
Voev, Valeri
1
Walker, Patrick S.
1
Xu, Qi
1
Ñíguez, Trino-Manuel
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Journal of banking & finance
Journal of econometrics
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Econometric reviews
40
Economics letters
34
Insurance / Mathematics & economics
30
Finance research letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
International journal of forecasting
23
Econometric theory
20
Journal of financial econometrics
20
The econometrics journal
19
Computational economics
15
European journal of operational research : EJOR
15
Quantitative finance
15
Economic modelling
13
Applied economics
11
Journal of empirical finance
11
Journal of mathematical finance
11
Journal of risk
11
Journal of forecasting
9
Journal of quantitative economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of risk model validation
9
Discussion papers / CEPR
8
Operations research
8
Journal of time series econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of financial engineering
6
Journal of economic dynamics & control
6
Scandinavian actuarial journal
6
SpringerLink / Bücher
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of theoretical and applied finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The European journal of finance
5
The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
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1
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
5
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
8
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
9
An econometric evaluation of bank recapitalization programs with bank- and loan-level data
Nakashima, Kiyotaka
- In:
Journal of banking & finance
63
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011634138
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
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