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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Hounyo, Ulrich"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Share price
Zeitreihenanalyse
Bootstrap approach
2
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Hounyo, Ulrich
Li, Jia
6
Todorov, Viktor
6
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Andersen, Torben
4
AĂŻt-Sahalia, Yacine
4
Hallin, Marc
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McAleer, Michael
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Patton, Andrew J.
4
Barigozzi, Matteo
3
Bloom, Nicholas
3
Christensen, Kim
3
Kong, Xin-Bing
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Taylor, Robert
3
Wang, Yazhen
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Baker, Scott
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Boswijk, Herman Peter
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Carlin, Bruce Ian
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Cavaliere, Giuseppe
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Chan, Joshua
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Chang, Chia-Lin
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Clinet, Simon
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Ergemen, Yunus Emre
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Fan, Jianqing
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Farmer, Roger E. A.
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Giglio, Stefano
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Kelly, Bryan T.
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Laeven, Roger J. A.
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Li, Guodong
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Li, Wai Keung
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Mykland, Per A.
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Nieuwerburgh, Stijn van
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Petrova, Katerina
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Econometric theory
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The econometrics journal
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ECONIS (ZBW)
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Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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2
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
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