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subject:"Bootstrap-Verfahren"
~accessRights:"restricted"
~person:"Cavaliere, Giuseppe"
~person:"Olasehinde-Williams, Godwin"
~subject:"Schätzung"
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Search: subject_exact:"Bootstrap-Statistik"
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Bootstrap-Verfahren
Schätzung
Bootstrap approach
15
Time series analysis
9
Zeitreihenanalyse
9
Volatility
7
Volatilität
7
Theorie
6
Theory
6
Estimation
5
Estimation theory
5
Schätztheorie
5
Bootstrap
4
Heteroscedasticity
4
Heteroskedastizität
4
Autocorrelation
3
Autokorrelation
3
Coronavirus
3
Fractional integration
3
Wild bootstrap
3
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Cointegration
2
Conditional sum-of-squares
2
Kapitaleinkommen
2
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2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Quasi-maximum likelihood estimation
2
Share price
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Stochastic process
2
Stochastischer Prozess
2
Stock market
2
(periodic) nonstationary volatility
1
(un)Conditional heteroskedasticity
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Cavaliere, Giuseppe
Olasehinde-Williams, Godwin
Minford, Patrick
13
Hounyo, Ulrich
11
Taylor, Robert
9
Webb, Matthew
9
MacKinnon, James G.
8
Chang, Tsangyao
7
Nielsen, Morten Ørregaard
7
Kilian, Lutz
6
Rahbek, Anders
6
Shaikh, Azeem M.
6
Wickens, Michael R.
6
Wolf, Michael
6
Gonçalves, Sílvia
5
Hidalgo, Javier
5
Inoue, Atsushi
5
Kim, Jae H.
5
Meenagh, David
5
Peng, Liang
5
Romano, Joseph P.
5
Santos, Andres
5
Choi, Kanghwa
4
Georgiev, Iliyan
4
Gupta, Rangan
4
Khoon, Goh Soo
4
Le, Vo Phuong Mai
4
Omay, Tolga
4
Simar, Léopold
4
Smeekes, Stephan
4
Song, Xiaojun
4
Su, Chi-Wei
4
Wang, Wenjie
4
Xu, Yongdeng
4
Yang, Zhenlin
4
Aguir, M. S.
3
Babai, M. Zied
3
Boswijk, Herman Peter
3
Charles, Amélie
3
Chernozhukov, Victor
3
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Journal of econometrics
6
Finance a úvěr
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Econometric theory
1
Journal of applied econometrics
1
Journal of economics and finance : JEF
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Journal of international trade & economic development : an international and comparative review
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ECONIS (ZBW)
15
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1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
3
Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni
;
Cavaliere, Giuseppe
;
Fanelli, Luca
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
Saved in:
4
Predicting stock returns and volatility in BRICS countries during a pandemic : evidence from the novel wild bootstrap likelihood ratio approach
Özkan, Oktay
;
Olasehinde-Williams, Godwin
;
Olanipekun, …
- In:
Finance a úvěr
72
(
2022
)
2
,
pp. 124-149
Persistent link: https://www.econbiz.de/10013271554
Saved in:
5
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin
; …
- In:
Finance a úvěr
72
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Saved in:
6
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
7
Is interest rate uncertainty a predictor of investment volatility? : evidence from the wild bootstrap likelihood ratio approach
Olasehinde-Williams, Godwin
;
Özkan, Oktay
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 507-521
Persistent link: https://www.econbiz.de/10013442205
Saved in:
8
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
9
Foreign exchange market response to pandemic-induced fear : evidence from (a)symmetric wild bootstrap likelihood ratio approach
Olasehinde-Williams, Godwin
;
Olanipekun, Ifedola
; …
- In:
Journal of international trade & economic development : …
30
(
2021
)
7
,
pp. 988-1003
Persistent link: https://www.econbiz.de/10012624718
Saved in:
10
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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