Ulrich Hounyo

Available identifiers

zbMath Open hounyo.ulrichMaRDI QIDQ506057

List of research outcomes

Publication	Date of Publication	Type
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models	2024-03-06	Paper
A WILD BOOTSTRAP FOR DEPENDENT DATA	2023-05-04	Paper
Estimating the variance of a combined forecast: bootstrap-based approach	2023-02-01	Paper
Validity of Edgeworth expansions for realized volatility estimators	2022-08-02	Paper
Inference for local distributions at high sampling frequencies: a bootstrap approach	2020-02-17	Paper
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation	2020-02-11	Paper
Bootstrapping High-Frequency Jump Tests	2019-08-27	Paper
A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA	2019-05-31	Paper
The local fractional bootstrap	2019-03-21	Paper
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment	2018-06-21	Paper
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE	2017-09-15	Paper
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading	2017-01-30	Paper

Research outcomes over time

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