Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour
(2019)
Bootstrapping high-frequency jump tests.
Journal of the American Statistical Association, 114 (526).
pp. 793-803.
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.
Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour
(2017)
Bootstrapping high-frequency jump tests.
TSE Working Paper, n. 17-810, Toulouse
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.
Donovon, Prosper, Goncalves, Silvia and Meddahi, Nour
(2013)
Bootstrapping Realized Multivariate Volatility Measures.
Journal of Econometrics, 172 (1).
pp. 49-65.
Goncalves, Silvia and Meddahi, Nour
(2011)
Box–Cox Transforms for Realized Volatility.
Journal of Econometrics, 160 (1).
pp. 129-144.
Goncalves, Silvia and Meddahi, Nour
(2009)
Bootstrapping Realized Volatility.
Econometrica, 77 (1).
pp. 283-306.
Goncalves, Silvia and Meddahi, Nour
(2008)
Edgeworth Corrections for Realized Volatility.
Econometric Reviews, 27 (1).
pp. 139-162.