Ulrich Hounyo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models Journal of Business and Economic Statistics	2024-03-06	Paper
A WILD BOOTSTRAP FOR DEPENDENT DATA Econometric Theory	2023-05-04	Paper
Estimating the variance of a combined forecast: bootstrap-based approach Journal of Econometrics	2023-02-01	Paper
Validity of Edgeworth expansions for realized volatility estimators Econometrics Journal	2022-08-02	Paper
Inference for local distributions at high sampling frequencies: a bootstrap approach Journal of Econometrics	2020-02-17	Paper
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation Journal of Econometrics	2020-02-11	Paper
Bootstrapping high-frequency jump tests Journal of the American Statistical Association	2019-08-27	Paper
A local Gaussian bootstrap method for realized volatility and realized beta Econometric Theory	2019-05-31	Paper
The local fractional bootstrap Scandinavian Journal of Statistics	2019-03-21	Paper
The local fractional bootstrap Scandinavian Journal of Statistics	2019-03-21	Paper
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment Journal of Econometrics	2018-06-21	Paper
Bootstrapping pre-averaged realized volatility under market microstructure noise Econometric Theory	2017-09-15	Paper
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading Journal of Econometrics	2017-01-30	Paper

Research outcomes over time

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