//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Shin, Dong-wan"
~person:"Trenkler, Carsten"
~subject:"Bootstrap approach"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Bootstrap-Verfahren
2
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Conditional heteroskedasticity
1
Heteroscedasticity
1
Heteroskedastizität
1
High frequency data
1
Kapitaleinkommen
1
Market microstructure
1
Market microstructure noise
1
Marktmikrostruktur
1
Mixing
1
Noise Trading
1
Noise trading
1
Non-synchronous trading
1
Pairwise bootstrap
1
Realized covariations
1
Residual-based moving block bootstrap
1
Stationary bootstrap
1
Two-time scale estimator
1
VAR
1
VAR model
1
VAR-Modell
1
Wild bootstrap
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Shin, Dong-wan
Trenkler, Carsten
Cavaliere, Giuseppe
5
Rahbek, Anders
3
Taylor, Robert
3
Boswijk, Herman Peter
2
Gonçalves, Sílvia
2
Hounyo, Ulrich
2
Podolskij, Mark
2
Bohn Nielsen, Heino
1
Bouezmarni, Taoufik
1
Brüggemann, Ralf
1
Chen, Rui
1
Christensen, Kim
1
Davis, Richard A.
1
Dette, Holger
1
Dovonon, Prosper
1
Drees, Holger
1
El Ghouch, Anouar
1
Escanciano, J. Carlos
1
Franke, Jürgen
1
Georgiev, Iliyan
1
Hwang, Eunju
1
Härdle, Wolfgang
1
Jentsch, Carsten
1
Kilian, Lutz
1
Li, Jia
1
Meddahi, Nour
1
Neumann, Michael H.
1
Nielsen, Morten Ørregaard
1
Pedersen, Rasmus Søndergaard
1
Segers, Johan
1
Stockis, Jean-Pierre
1
Taamouti, Abderrahim
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Wang, Bin
1
Warchoł, Michał
1
Zheng, Xu
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics letters
1
Working paper series
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
2
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->