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  • Search: subject:"Bootstrap procedure"
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Year of publication
Subject
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bootstrap-after-bootstrap procedure 15 portfolio composition and hedging 8 volatility connectedness 8 Bootstrap procedure 7 Hedging 6 Portfolio selection 6 Portfolio-Management 6 Theorie 6 Theory 6 Volatility 6 Volatilität 6 systemic events 6 Bootstrap approach 4 Bootstrap-Verfahren 4 Devisenmarkt 4 Foreign exchange market 4 Schock 4 Shock 4 Spillover effect 4 Spillover-Effekt 4 VAR model 4 VAR-Modell 4 Welt 4 World 4 crude oil 4 energy commodities 4 Central European currencies 3 Data envelopment analysis 3 Data-Envelopment-Analyse 3 Productivity 3 Produktivität 3 Spillover index 3 Technical efficiency 3 Technische Effizienz 3 adverse shocks 3 bootstrap procedure 3 cryptocurrencies 3 debt crisis 3 global currencies 3 spillover index 3
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Online availability
All
Free 25 Undetermined 6 CC license 2
Type of publication
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Book / Working Paper 22 Article 10
Type of publication (narrower categories)
All
Working Paper 17 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 9 Article in journal 8 Aufsatz in Zeitschrift 8
Language
All
English 26 Undetermined 6
Author
All
Kočenda, Evžen 17 Albrecht, Peter 9 Greenwood-Nimmo, Matthew 6 Bartušek, Daniel 4 Viet Hoang Nguyen 4 Guay, Alain 3 Falavigna, Greta 2 Manello, Alessandro 2 Nguyen, Viet Hoang 2 Ramello, Giovanni B. 2 Allahviranloo, Tofgh 1 Amirteimoori, Alireza 1 Andersson, Jonas 1 Caravaca-Garratón, Manuel 1 Falahi, Mohammad Ali 1 Ferraro, Maria 1 Giordani, Paolo 1 Hajamini, Mehdi 1 Ippoliti, R. 1 Ippoliti, Roberto 1 Iqbal, Naveed 1 Kocenda, Evzen 1 Kocenda, Evžen 1 Moberg, Jan-Magnus 1 Nematizadeh, Maryam 1 Oskolkova, Marina A. 1 Para-González, Lorena 1 Parshakov, Petr A. 1 Saleem, Adeel 1 Sial, Maqbool H. 1 Simwaka, Kisu 1 Solana-Ibáñez, José 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 National Research University Higher School of Economics 1
Published in...
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CESifo Working Paper 5 CESifo working papers 5 Document de travail 2 IES Working Paper 2 IES working paper 2 MPRA Paper 2 Applied economics letters 1 CAMA working paper series 1 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Economic modelling 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Financial innovation : FIN 1 HSE Working papers 1 International review of financial analysis 1 Journal of econometrics 1 Journal of multinational financial management 1 KIER discussion paper series : discussion paper ... 1 Metrika 1 Pakistan journal of applied economics : PJAE 1
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Source
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ECONIS (ZBW) 18 EconStor 8 RePEc 6
Showing 21 - 30 of 32
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An analysis of agricultural production in Pakistan : a study based on the asymmetric role of inputs
Iqbal, Naveed; Sial, Maqbool H.; Saleem, Adeel - In: Pakistan journal of applied economics : PJAE 31 (2021) 2, pp. 191-208
Agricultural inputs are peculiar in nature as an asymmetry in their roles can be identified during the production process. These inputs can be grouped into a set of growth inputs or a set of facilitating inputs. The inputs affecting biological or physiological growth from the inside of the plant...
Persistent link: https://www.econbiz.de/10012814364
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Identification of structural vector autoregressions through higher unconditional moments
Guay, Alain - 2020
holds, prior to the estimation of the structural parameters of the SVAR process. To do so, we design a new bootstrap … procedure that improves the small-sample properties of rank tests for the symmetry and kurtosis of the structural shocks. …
Persistent link: https://www.econbiz.de/10012542517
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Identification of structural vector autoregressions through higher unconditional moments
Guay, Alain - 2020
Persistent link: https://www.econbiz.de/10012319295
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
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Company intangibles: creation vs absorption
Oskolkova, Marina A.; Parshakov, Petr A. - National Research University Higher School of Economics - 2013
of intangibles. To test whether these abilities are results of skill we implement a bootstrap procedure. It shows that …
Persistent link: https://www.econbiz.de/10010735035
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Testing for time-varying fractional cointegration using the bootstrap approach
Simwaka, Kisu - Volkswirtschaftliche Fakultät, … - 2012
cointegration framework, these tests do not take into account fractional cointegration. This paper proposes a bootstrap procedure to …
Persistent link: https://www.econbiz.de/10011108746
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Economic growth and the optimum size of government in 15 European countries: A threshold panel approach
Hajamini, Mehdi; Falahi, Mohammad Ali - Volkswirtschaftliche Fakultät, … - 2012
In the growth literature, there is a nonlinear relationship between economic growth and government size, which is similar to an inverted U-shaped curve. This curve can be used to determine the optimum share of government expenditures. This paper, using threshold panel approach, attempts to...
Persistent link: https://www.econbiz.de/10011109576
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Stability analysis and efficiency determinants : empirical evidence
Solana-Ibáñez, José; Caravaca-Garratón, Manuel; … - In: Applied economics letters 24 (2017) 7/9, pp. 658-661
Persistent link: https://www.econbiz.de/10011713097
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Judicial productivity, delay and efficiency: A Directional Distance Function (DDF) approach
Falavigna, Greta; Ippoliti, Roberto; Manello, Alessandro; … - In: European Journal of Operational Research 240 (2015) 2, pp. 592-601
The aim of this paper is twofold. On the one hand, it provides a contribution to the debate on judicial efficiency by conducting an applied research on the Italian tax judiciary thanks to a database covering the activities of the Italian tax courts over a 3-year period (2009–2011). On the...
Persistent link: https://www.econbiz.de/10011097807
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Judicial productivity, delay and efficiency : a Directional Distance Function (DDF) approach
Falavigna, Greta; Ippoliti, R.; Manello, Alessandro; … - In: European journal of operational research : EJOR 240 (2015) 2, pp. 592-601
Persistent link: https://www.econbiz.de/10010486999
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