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ECONIS (ZBW)
62
Other ZBW resources
8
RePEc
4
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1
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
2
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
3
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
4
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:
5
A local Gaussian bootstrap method for realized volatility and realized beta
Hounyo, Ulrich
- In:
Econometric theory
35
(
2019
)
2
,
pp. 360-416
Persistent link: https://www.econbiz.de/10012146140
Saved in:
6
A wild bootstrap for dependent data
Hounyo, Ulrich
- In:
Econometric theory
39
(
2023
)
2
,
pp. 264-289
Persistent link: https://www.econbiz.de/10014306259
Saved in:
7
Flat-top realized Kernel estimation of quadratic covariation with nonsynchronous and noisy asset prices
Varneskov, Rasmus Tangsgaard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011691138
Saved in:
8
Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1457-1501
Persistent link: https://www.econbiz.de/10011810427
Saved in:
9
Is China's infrastructure development experience unique?
Zhi, Liu
;
Liu, Xiuying
- In:
Journal of Chinese economic and business studies
21
(
2023
)
3
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014373486
Saved in:
10
China's urban transport development strategy : proceedings of a symposium in Beijing, November 8-10, 1995
Stares, Stephen
(
contributor
);
Zhi, Liu
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10010525611
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