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isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Christensen, Kim"
~person:"Hounyo, Ulrich"
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Estimation theory
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Christensen, Kim
Hounyo, Ulrich
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Schmid, Timo
10
Kristensen, Dennis
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Podolskij, Mark
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5
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5
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4
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4
Giles, David E. A.
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Hillebrand, Eric
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Lechner, Michael
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Lunde, Asger
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MacKinnon, James G.
4
Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Rahbek, Anders
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Santucci de Magistris, Paolo
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Schmitt, Christian
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Silvennoinen, Annastiina
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Taylor, Robert
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Bennedsen, Mikkel
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Crump, Richard K.
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Groß, Marcus
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Kanaya, Shin
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Kock, Anders Bredahl
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Medeiros, Marcelo C.
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Discussion paper
CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
2
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
4
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
5
Inference from high-frequency data : a subsampling approach
Christensen, Kim
;
Podolskij, Mark
;
Thamrongrat, Nopporn
; …
-
2015
Persistent link: https://www.econbiz.de/10011343488
Saved in:
6
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
7
Asymptotic theory of range-based multipower variation
Christensen, Kim
;
Podolskij, Mark
-
2011
Persistent link: https://www.econbiz.de/10009385084
Saved in:
8
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
9
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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