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~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Bootstrap approach"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Bootstrap approach
Risk premium
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13
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9
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Scaillet, Olivier
MacKinnon, James G.
23
Davidson, Russell
22
Kim, Jae H.
21
Taylor, Robert
21
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20
Hatemi-J, Abdulnasser
20
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19
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15
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15
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13
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13
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13
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
Politis, Dimitris N.
9
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9
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9
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9
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8
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8
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8
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8
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7
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7
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ECONIS (ZBW)
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1
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
Saved in:
2
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
3
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
5
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
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