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Number of items: 8.

Article

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.

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.

Monograph

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 Jun 13 16:18:38 2024 CEST.