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~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Hounyo, Ulrich"
~subject:"Forecasting model"
~subject:"Volatility"
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Forecasting model
Volatility
Bootstrap approach
7
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Dufour, Jean-Marie
Hounyo, Ulrich
Cavaliere, Giuseppe
5
Taylor, Robert
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Boswijk, Herman Peter
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Giannone, Domenico
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Estimating the variance of a combined forecast :
bootstrap
-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
2
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
3
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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