//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
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
The use of the bootstrap metho...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1,639
Schätztheorie
1,639
Theorie
634
Theory
634
Estimation
466
Schätzung
462
Zeitreihenanalyse
398
Time series analysis
397
Nichtparametrisches Verfahren
371
Nonparametric statistics
371
Regression analysis
313
Regressionsanalyse
313
Volatility
211
Volatilität
211
Panel
206
Panel study
206
Statistical test
192
Statistischer Test
192
Bootstrap approach
179
Bootstrap-Verfahren
179
Forecasting model
145
Prognoseverfahren
145
Capital income
137
Kapitaleinkommen
137
Method of moments
112
Momentenmethode
111
Stochastic process
107
Stochastischer Prozess
107
Induktive Statistik
96
Statistical distribution
96
Statistical inference
96
Statistische Verteilung
96
ARCH model
88
ARCH-Modell
88
Autocorrelation
88
Autokorrelation
88
Maximum likelihood estimation
88
Maximum-Likelihood-Schätzung
88
Börsenkurs
86
Share price
86
more ...
less ...
Online availability
All
Undetermined
900
Type of publication
All
Article
2,076
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
2,050
Aufsatz in Zeitschrift
2,050
Conference paper
27
Konferenzbeitrag
27
Collection of articles of several authors
25
Sammelwerk
25
Konferenzschrift
6
Conference proceedings
5
Aufsatzsammlung
3
Festschrift
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,091
Undetermined
1
Author
All
Phillips, Peter C. B.
36
Linton, Oliver
28
Lee, Lung-fei
23
Su, Liangjun
22
Chen, Songnian
20
Robinson, Peter M.
19
Li, Qi
18
Taylor, Robert
17
Todorov, Viktor
17
Aït-Sahalia, Yacine
15
Bollerslev, Tim
15
Horowitz, Joel
15
Park, Joon Y.
15
Cai, Zongwu
14
Chen, Xiaohong
13
Gao, Jiti
13
Gouriéroux, Christian
13
White, Halbert
13
Fan, Yanqin
12
Hsiao, Cheng
12
Pesaran, M. Hashem
12
Tauchen, George Eugene
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Mykland, Per A.
11
Newey, Whitney K.
11
Sun, Yixiao
11
Swanson, Norman R.
11
Chib, Siddhartha
10
Fan, Jianqing
10
Florens, Jean-Pierre
10
Francq, Christian
10
Ghysels, Eric
10
Hidalgo, Javier
10
Hong, Han
10
Inoue, Atsushi
10
Koop, Gary
10
Li, Degui
10
Renault, Eric
10
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,972
NBER working paper series
3,958
NBER Working Paper
3,459
Discussion paper series / IZA
3,454
Applied economics
2,397
Economics letters
2,128
IZA Discussion Papers
2,029
Discussion paper / Centre for Economic Policy Research
1,981
CESifo working papers
1,941
Applied economics letters
1,725
IZA Discussion Paper
1,591
Finance research letters
1,584
Working paper
1,479
Journal of banking & finance
1,467
MPRA Paper
1,395
Economic modelling
1,313
Discussion paper
1,153
CESifo Working Paper
1,088
Discussion paper / Tinbergen Institute
1,031
International review of financial analysis
1,025
Working Paper
989
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
978
International review of economics & finance : IREF
967
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
959
Energy economics
921
European journal of operational research : EJOR
916
Applied financial economics
874
The journal of finance : the journal of the American Finance Association
845
Journal of financial economics
817
Econometric theory
780
CESifo Working Paper Series
762
Insurance / Mathematics & economics
758
Discussion papers / CEPR
734
Journal of economic dynamics & control
732
Journal of international money and finance
710
Journal of empirical finance
697
The North American journal of economics and finance : a journal of financial economics studies
647
Management science : journal of the Institute for Operations Research and the Management Sciences
646
The review of financial studies
640
more ...
less ...
Source
All
ECONIS (ZBW)
2,092
Showing
1
-
10
of
2,092
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A local stable
bootstrap
for power variations of pure-jump semimartingales and activity index
estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
2
Mixed-scale jump regressions with
bootstrap
inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
3
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
4
Tail index
estimation
in the presence of covariates : stock returns' tail
risk
dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
6
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
7
Econometric analysis of multivariate realised QML :
estimation
of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
8
Efficient
estimation
of high-dimensional dynamic covariance by
risk
factor mapping : applications for financial
risk
management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
10
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->