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~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Bootstrap-Verfahren"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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ARCH-Modell
Bootstrap-Verfahren
Statistische Verteilung
Theorie
2,120
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2,120
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1,708
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1,708
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791
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Francq, Christian
12
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5
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5
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4
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4
Patton, Andrew J.
4
Sentana, Enrique
4
Xiu, Dacheng
4
Zaffaroni, Paolo
4
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3
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3
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Computational economics
Journal of econometrics
Energy economics
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Economics letters
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Finance research letters
218
Insurance / Mathematics & economics
214
International journal of forecasting
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Journal of banking & finance
178
Journal of empirical finance
175
International review of financial analysis
170
Econometric theory
158
The North American journal of economics and finance : a journal of financial economics studies
148
Econometric reviews
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Research in international business and finance
141
Journal of forecasting
138
Applied economics letters
137
International review of economics & finance : IREF
133
Applied financial economics
125
Journal of international financial markets, institutions & money
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of risk and financial management : JRFM
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Risks : open access journal
103
European journal of operational research : EJOR
98
The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
66
Journal of risk
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Review of quantitative finance and accounting
63
Journal of economic dynamics & control
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ECONIS (ZBW)
534
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1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
6
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
7
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
8
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:
9
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
10
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
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