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~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Hounyo, Ulrich"
~type_genre:"Forschungsbericht"
~type_genre:"Mehrbändiges Werk"
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Hounyo, Ulrich
Podolskij, Mark
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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
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2
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
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2015
Persistent link: https://www.econbiz.de/10010529455
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3
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
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4
The wild tapered block bootstrap
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413844
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5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
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6
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
Hounyo, Ulrich
-
2013
Persistent link: https://www.econbiz.de/10010125963
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7
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
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