Author/Creator: Hounyo, Ulrich - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Hounyo, Ulrich

1. A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA. (25th April 2018)

Authors:: Hounyo, Ulrich
Journal:: Econometric theory
Issue:: Volume 35:Number 2(2019)
Page Start:: 360
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. A WILD BOOTSTRAP FOR DEPENDENT DATA. (17th April 2023)

Authors:: Hounyo, Ulrich
Journal:: Econometric theory
Issue:: Volume 39:Number 2(2023)
Page Start:: 264
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Bootstrapping High-Frequency Jump Tests. Issue 526 (3rd April 2019)

Authors:: Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; Meddahi, Nour
Journal:: Journal of the American Statistical Association
Issue:: Volume 114:Issue 526(2019)
Page Start:: 793
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE. (9th September 2016)

Authors:: Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour
Journal:: Econometric theory
Issue:: Volume 33:Number 4(2017)
Page Start:: 791
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

5. The local fractional bootstrap. (26th September 2018)

Authors:: Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger; Pakkanen, Mikko S.
Journal:: Scandinavian journal of statistics
Issue:: Volume 46:Number 1(2019:Mar.)
Page Start:: 329
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

6. Validity of Edgeworth expansions for realized volatility estimators. Issue 1 (26th April 2016)

Authors:: Hounyo, Ulrich; Veliyev, Bezirgen
Journal:: Econometrics journal
Issue:: Volume 19:Issue 1(2016)
Page Start:: 1
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗