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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistical distribution"
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Bootstrap approach
Statistical distribution
Estimation theory
16
Schätztheorie
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ARCH model
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7
Statistische Verteilung
7
Estimation
6
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Cheng, Hao
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Ma, Changie
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Scott, David W.
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Journal of mathematical finance
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Insurance / Mathematics & economics
29
Econometric reviews
27
Economics letters
23
The econometrics journal
15
European journal of operational research : EJOR
13
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11
International journal of forecasting
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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Operations research
6
Scandinavian actuarial journal
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Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of risk
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The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
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Computational Management Science : CMS
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Journal of forecasting
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Journal of quantitative economics
4
Journal of time series econometrics
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Operations research letters
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Discussion paper / Centre for Economic Policy Research
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INFORMS journal on optimization
3
International journal of quality & reliability management
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Journal of applied econometrics
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Journal of banking & finance
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Journal of economic inequality
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Journal of empirical finance
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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1
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
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2
The detection and empirical study of variance change points on housing prices : taking Wuhan City commodity prices as an example
Shen, Huihui
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 699-710
Persistent link: https://www.econbiz.de/10011657583
Saved in:
3
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
5
Forecasting density function : application in finance
Sen, Rituparna
;
Ma, Changie
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
Saved in:
6
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
7
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
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