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Number of items: 4.

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.

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 Sat Mar 2 12:17:15 2024 CET.