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accessRights:"restricted"
subject:"Bootstrap approach"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
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IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
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ECONIS (ZBW)
2,196
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21
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
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22
Mitigating the impact of a pandemic : a time-varying-parameter structural VAR (TVP-SVAR) and time-varying granger causality estimations
Olaoye, Olumide Olusegun
;
Zerihun, Mulatu Fekadu
- In:
African journal of economic and management studies
15
(
2024
)
1
,
pp. 104-131
Persistent link: https://www.econbiz.de/10014519937
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23
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
24
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
25
On the estimation of a class of threshold regression models
Ramamohan Rao, T. V. S.
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 199-209
Persistent link: https://www.econbiz.de/10014518790
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26
Estimating the sensitivity of CEO compensation to gross versus net accounting performance
Black, Dirk E.
;
Dikolli, Shane S.
;
Hofmann, Christian
; …
- In:
Contemporary accounting research : the journal of the …
41
(
2024
)
1
,
pp. 255-291
Persistent link: https://www.econbiz.de/10014517913
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27
Testing
Bergbauer, Annika Barbara
;
Hanushek, Eric Alan
; …
- In:
Journal of human resources : JHR
59
(
2024
)
2
,
pp. 349-388
Persistent link: https://www.econbiz.de/10014518074
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28
Bayesian decision analysis for benchmarking daily and monthly time series
Sanz-Gómez, José Antonio
;
Rojo García, José L.
- In:
Estudios de economía aplicada : revista promovida por …
42
(
2024
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10014526518
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29
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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30
Combination of autoregressive graphical models and time series bootstrap methods for risk management in marine insurance
Carli, Federico
;
Pesce, Elena
;
Porro, Francesco
; …
- In:
Socio-economic planning sciences : the international …
92
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014529095
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