Items where Author is "Hounyo, Ulrich"

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Number of items: 4.

Article

Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2017) Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise. Econometric Theory, vol. 33 (n° 4). pp. 791-838.

Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2014) Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns. Journal of financial econometrics, 12 (4). pp. 679-707.

Monograph

Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2017) Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise. TSE Working Paper, n. 17-809, Toulouse

Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2017) Bootstrapping high-frequency jump tests. TSE Working Paper, n. 17-810, Toulouse

This list was generated on Thu Mar 21 15:57:21 2019 CET.