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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009790617
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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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Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia; Hounyo, Ulrich; Meddahi, Nour - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2016
Persistent link: https://www.econbiz.de/10011479764
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Bootrstrapping high-frequency jump tests
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; … - 2016
Persistent link: https://www.econbiz.de/10011479788
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2017
Persistent link: https://www.econbiz.de/10011731265
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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
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2017
Persistent link: https://www.econbiz.de/10012265896