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person:"Bond, Philip"
~person:"Gonçalves, Sílvia"
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Noise Trading
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Bond, Philip
Gonçalves, Sílvia
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
2
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
3
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
4
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
6
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
7
Information-based trade
Bond, Philip
(
contributor
);
Eraslan, Hülya
(
contributor
)
-
2007
-
This draft: October 15, 2007
Persistent link: https://www.econbiz.de/10003727430
Saved in:
8
Information-based trade
Bond, Philip
(
contributor
);
Eraslan, Hülya
(
contributor
)
-
2006
-
This draft: May 19, 2006
Persistent link: https://www.econbiz.de/10003727009
Saved in:
9
Information-based trade
Bond, Philip
;
Eraslan, Hülya
- In:
Journal of economic theory
145
(
2010
)
5
,
pp. 1675-1703
Persistent link: https://www.econbiz.de/10009157192
Saved in:
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