受强制性开放获取政策约束的文章 - Ulrich Hounyo了解详情
可在其他位置公开访问的文章：12 篇
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
K Christensen, U Hounyo, M Podolskij
Journal of Econometrics 205 (2), 336-362, 2018
强制性开放获取政策： Danish Council for Independent Research, Danish National Research Foundation …
Bootstrapping high-frequency jump tests
P Dovonon, S Gonçalves, U Hounyo, N Meddahi
Journal of the American Statistical Association 114 (526), 793-803, 2019
强制性开放获取政策： Social Sciences and Humanities Research Council, Canada, Danish National …
Bootstrapping pre-averaged realized volatility under market microstructure noise
U Hounyo, S Gonçalves, N Meddahi
Econometric Theory 33 (4), 791-838, 2017
强制性开放获取政策： Social Sciences and Humanities Research Council, Canada, Danish National …
A wild bootstrap for dependent data
U Hounyo
Econometric Theory 39 (2), 264-289, 2023
强制性开放获取政策： Danish National Research Foundation
A local Gaussian bootstrap method for realized volatility and realized beta
U Hounyo
Econometric Theory 35 (2), 360-416, 2019
强制性开放获取政策： Danish National Research Foundation
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
S Gonçalves, U Hounyo, N Meddahi
Journal of Financial Econometrics 12 (4), 679-707, 2014
强制性开放获取政策： Danish National Research Foundation
Validity of Edgeworth expansions for realized volatility estimators
U Hounyo, B Veliyev
The Econometrics Journal 19 (1), 1-32, 2016
强制性开放获取政策： Danish National Research Foundation
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
U Hounyo, RT Varneskov
Journal of Econometrics 198 (1), 10-28, 2017
强制性开放获取政策： Danish National Research Foundation
Bootstrapping Laplace transforms of volatility
U Hounyo, Z Liu, RT Varneskov
Quantitative Economics 14 (3), 1059-1103, 2023
强制性开放获取政策： 国家自然科学基金委员会
The local fractional bootstrap
M Bennedsen, U Hounyo, A Lunde, MS Pakkanen
Scandinavian Journal of Statistics 46 (1), 329-359, 2019
强制性开放获取政策： Danish National Research Foundation, Academy of Finland
Inference for local distributions at high sampling frequencies: A bootstrap approach
U Hounyo, RT Varneskov
Journal of Econometrics 215 (1), 1-34, 2020
强制性开放获取政策： Danish National Research Foundation
A Modified Wild Bootstrap Procedure for Laplace Transforms of Volatility1
R Varneskov, U Hounyo, Z Liu
Available at SSRN 4427186, 2023
强制性开放获取政策： 国家自然科学基金委员会, Danish National Research Foundation
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