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~isPartOf:"CREATES research paper"
~person:"Bennedsen, Mikkel"
~person:"Hounyo, Ulrich"
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Bennedsen, Mikkel
Hounyo, Ulrich
Nielsen, Morten Ørregaard
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CREATES research paper
Journal of econometrics
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ECONIS (ZBW)
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011864974
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2
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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3
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
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