//--> //--> //--> //-->
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
person:"Maasoumi, Esfandiar"
~person:"Gonçalves, Sílvia"
~type_genre:"Working Paper"
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:"Bootstrap approach"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
23
Bootstrap-Verfahren
23
Theorie
22
Theory
22
Volatility
11
Volatilität
11
Time series analysis
9
Zeitreihenanalyse
9
Stochastic process
7
Stochastischer Prozess
7
Präferenztheorie
6
Statistical test
6
Statistischer Test
6
Theory of preferences
6
ARCH model
4
ARCH-Modell
4
Capital income
4
Heteroscedasticity
4
Heteroskedastizität
4
Kapitaleinkommen
4
Market microstructure
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
bootstrap
4
wild bootstrap
4
Block bootstrap
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Prognoseverfahren
3
high frequency data
3
market microstructure noise
3
preaveraging
3
realized volatility
3
ARCH-Prozess
2
Bootstrap-Statistik
2
Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Article in journal
20
Aufsatz in Zeitschrift
20
Conference paper
1
Konferenzbeitrag
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
23
Author
All
Maasoumi, Esfandiar
Gonçalves, Sílvia
MacKinnon, James G.
37
Minford, Patrick
23
Kleijnen, Jack P. C.
22
Chernozhukov, Victor
21
Cavaliere, Giuseppe
18
Webb, Matthew
18
Wolf, Michael
17
Davidson, Russell
15
Härdle, Wolfgang
15
Kilian, Lutz
15
Corradi, Valentina
14
Hounyo, Ulrich
14
Linton, Oliver
14
Nielsen, Morten Ørregaard
14
Scaillet, Olivier
14
Swanson, Norman R.
14
Rahbek, Anders
13
Smeekes, Stephan
13
Lütkepohl, Helmut
12
Romano, Joseph P.
12
Taylor, Robert
12
Wickens, Michael R.
12
Chetverikov, Denis
11
Fernández-Val, Iván
11
Horowitz, Joel
11
Kapetanios, George
11
Whang, Yoon-jae
11
Chen, Xiaohong
10
Meenagh, David
10
Doko Tchatoka, Firmin
9
Inoue, Atsushi
9
Kato, Kengo
9
Kitagawa, Toru
9
Andrews, Donald W. K.
8
Camponovo, Lorenzo
8
Hsu, Yu-Chin
8
Jentsch, Carsten
8
Le, Vo Phuong Mai
8
Meddahi, Nour
8
more ...
less ...
Institution
All
Centre for Microdata Methods and Practice <London>
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper series / LSE Financial Markets Group
2
IDEI working papers
2
Working papers / TSE : WP
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Cowles Foundation discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Working paper
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bootstrapping out-of-sample predictability tests with real-time data
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Yao, Yongxu
-
2023
Persistent link: https://www.econbiz.de/10014456879
Saved in:
2
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
-
2018
Persistent link: https://www.econbiz.de/10011884019
Saved in:
3
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
4
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
6
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
7
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
8
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
9
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
-
2016
Persistent link: https://www.econbiz.de/10011453628
Saved in:
10
Bootstrap inference in regressions with estimated factors and serial correlation
Djogbenou, Antoine
;
Gonçalves, Sílvia
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011411330
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->