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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Bootstrap approach
ARCH model
Estimation
Estimation theory
33
Schätztheorie
33
Forecasting model
24
Prognoseverfahren
24
Time series analysis
11
Zeitreihenanalyse
11
Regression analysis
10
Regressionsanalyse
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Schätzung
7
Börsenkurs
6
Share price
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forecasting
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2
Innovation
2
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Aufsatz in Zeitschrift
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11
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11
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Ai, Chunrong
1
An, Yang
1
Ardia, David
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Fei, Tianlun
1
Fischer, Henning
1
Guo, Mengmeng
1
Hambuckers, Julien
1
He, Mengxi
1
Heuchenne, Cédric
1
Härdle, Wolfgang
1
Kolly, Jeremy
1
Liu, Xiaoquan
1
Nonejad, Nima
1
Pajhede, Thor
1
Park, Jin‐Hong
1
Shi, Yafeng
1
Shi, Yanlong
1
Sriram, T. N.
1
Trottier, Denis‐Alexandre
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Winker, Peter
1
Xu, Qunfang
1
Ying, Tingting
1
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Journal of forecasting
Journal of econometrics
217
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Economic modelling
36
International journal of forecasting
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
The econometrics journal
26
Computational economics
24
Finance research letters
24
Applied economics letters
23
Applied economics
22
Journal of financial econometrics
21
Econometric theory
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of economic dynamics & control
17
Insurance / Mathematics & economics
16
European journal of operational research : EJOR
15
Journal of banking & finance
15
Journal of empirical finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Journal of time series econometrics
14
Energy economics
13
Journal of applied econometrics
12
Journal of quantitative economics
12
Quantitative finance
11
Journal of mathematical finance
10
Theoretical economics letters
9
Regional science & urban economics
8
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of risk model validation
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Letters in spatial and resource sciences : LSRS
6
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ECONIS (ZBW)
11
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1
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
2
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
5
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
6
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
7
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
9
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
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