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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Estimation
Statistical test
Zeitreihenanalyse
Estimation theory
40
Schätztheorie
40
Schätzung
15
Time series analysis
13
Volatility
11
Volatilität
11
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8
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8
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8
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8
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Kleibergen, Frank
2
Kong, Lingwei
2
Zhan, Zhaoguo
2
Bauwens, Luc
1
Buccheri, Giuseppe
1
Casas, Isabel
1
Cipollini, Fabrizio
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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1
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Journal of financial econometrics
Journal of econometrics
356
Economics letters
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
Econometric reviews
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Econometric theory
56
International journal of forecasting
51
The econometrics journal
40
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39
Journal of time series econometrics
39
Computational economics
37
Applied economics letters
35
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
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27
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21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
European journal of operational research : EJOR
20
Journal of quantitative economics
19
Journal of empirical finance
17
Journal of forecasting
17
Energy economics
16
Journal of economic dynamics & control
15
Journal of risk
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of applied econometrics
13
Journal of banking & finance
13
Journal of econometric methods
13
Quantitative finance
13
Regional science & urban economics
13
OECD Guidelines for the Testing of Chemicals, Section 2
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
The review of economic studies : RES
9
Theoretical economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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ECONIS (ZBW)
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1
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:
2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
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
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
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:
8
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
9
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
10
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
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