//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Meddahi, Nour"
~subject:"Theory"
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
Can Mutual Fund "Stars" Really...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
13
Volatilität
13
Theorie
12
Capital income
7
Kapitaleinkommen
7
Market microstructure
6
Marktmikrostruktur
6
Noise Trading
6
Noise trading
6
Time series analysis
6
Zeitreihenanalyse
6
market microstructure noise
4
realized volatility
4
wild bootstrap
4
Block bootstrap
3
Estimation
3
Schätzung
3
Statistical test
3
Statistischer Test
3
high frequency data
3
preaveraging
3
ARCH model
2
ARCH-Modell
2
Measurement
2
Messung
2
Multivariate Analyse
2
Multivariate analysis
2
Induktive Statistik
1
Statistical inference
1
Stochastic process
1
Stochastischer Prozess
1
block multipower
1
bootstrap
1
high-frequency data
1
jumps
1
pre-averaging
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Meddahi, Nour
Gonçalves, Sílvia
32
Kleijnen, Jack P. C.
25
Corradi, Valentina
24
Swanson, Norman R.
24
Kilian, Lutz
23
Cavaliere, Giuseppe
20
MacKinnon, James G.
20
Davidson, Russell
19
Linton, Oliver
19
Acharya, Viral V.
17
Edmans, Alex
17
Hounyo, Ulrich
17
Smeekes, Stephan
17
Wolf, Michael
16
Andrews, Donald W. K.
15
Bebchuk, Lucian A.
15
Taylor, Robert
15
Whang, Yoon-jae
15
Rahbek, Anders
14
Gabaix, Xavier
13
Phillips, Peter C. B.
13
White, Halbert
13
Romano, Joseph P.
12
Bolton, Patrick
11
Dur, Robert A. J.
11
Simar, Léopold
11
Chaigneau, Pierre
10
Härdle, Wolfgang
10
Kim, Jae H.
10
Spagnolo, Giancarlo
10
Beers, Wim C. M. van
9
Camponovo, Lorenzo
9
Choe, Chongwoo
9
Hermalin, Benjamin E.
9
Horowitz, Joel
9
Inoue, Atsushi
9
John, Kose
9
Milbourn, Todd
9
Panunzi, Fausto
9
more ...
less ...
Published in...
All
CREATES research paper
2
IDEI working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working papers / TSE : WP
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
2
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
3
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
4
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
6
Bootstrapping realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10003866987
Saved in:
7
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
8
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->