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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
36
Bootstrap approach
34
Bootstrap-Verfahren
34
Theorie
29
Theory
29
Volatilität
29
stochastic volatility
27
Forecasting
23
realized volatility
23
Estimation theory
22
Schätztheorie
21
GARCH
18
high-frequency data
17
Stochastic process
16
Stochastischer Prozess
16
Time series analysis
16
Zeitreihenanalyse
16
long memory
16
jumps
13
Bootstrap
12
Estimation
12
likelihood inference
12
wild bootstrap
12
High-frequency data
11
Market microstructure
11
fractional integration
11
high frequency data
11
Capital income
10
Cointegration
10
High-Frequency Data
10
Realized volatility
10
market microstructure noise
10
stable convergence
10
Central Limit Theorem
9
Forecasting model
9
Marktmikrostruktur
9
Noise Trading
9
Noise trading
9
Prognoseverfahren
9
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English
10
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Hounyo, Ulrich
8
Meddahi, Nour
8
Gonçalves, Sílvia
7
Christensen, Bent Jesper
2
Kjær, Mads Markvart
2
Veliyev, Bezirgen
2
Dovonon, Prosper
1
Gonc̜alves, Sílva
1
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Econometric theory
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
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:
4
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:
5
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
Saved in:
6
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:
7
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
8
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:
9
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:
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:
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