Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers / TSE : WP"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bootstrapping realized volatil...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bootstrap approach
2
Bootstrap-Verfahren
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Block bootstrap
1
Capital income
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Zeitreihenanalyse
1
high frequency data
1
market microstructure noise
1
preaveraging
1
realized volatility
1
wild bootstrap
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Gonçalves, Sílvia
2
Hounyo, Ulrich
2
Meddahi, Nour
2
Dovonon, Prosper
1
Published in...
All
Working papers / TSE : WP
CREATES Research Papers
487
Economics Working Papers / School of Economics and Management, University of Aarhus
298
CREATES research paper
12
Journal of econometrics
5
Econometric theory
3
IDEI working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
Quantitative Economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
