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isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Crump, Richard K."
~person:"Hounyo, Ulrich"
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Estimation theory
8
Schätztheorie
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4
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Crump, Richard K.
Hounyo, Ulrich
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Schmid, Timo
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Tzavidis, Nikos
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Laisney, François
5
Salvati, Nicola
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Breunig, Christoph
4
Giles, David E. A.
4
Hillebrand, Eric
4
Lechner, Michael
4
Lunde, Asger
4
MacKinnon, James G.
4
Parra-Alvarez, Juan Carlos
4
Posch, Olaf
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Schmitt, Christian
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Groß, Marcus
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
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Discussion paper
CREATES research paper
Staff reports / Federal Reserve Bank of New York
6
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1
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1
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ECONIS (ZBW)
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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
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:
6
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
7
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
8
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
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