//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Working papers / TSE : WP"
~person:"Hounyo, Ulrich"
~subject:"Bootstrap approach"
~subject:"Exchange rate"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Exchange rate
Bootstrap-Verfahren
4
Volatility
4
Volatilität
4
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Zeitreihenanalyse
3
Block bootstrap
2
Estimation
2
High-frequency data
2
Noise Trading
2
Noise trading
2
Schätzung
2
Theorie
2
Theory
2
Bipower variation
1
Bootstrapping
1
Börsenkurs
1
Capital income
1
Correlation
1
Diurnal variation
1
Estimation theory
1
Integrated covariance
1
Jumps
1
Kapitaleinkommen
1
Korrelation
1
Market microstructure noise
1
Microstructure noise
1
Nichtparametrisches Verfahren
1
Non-synchronous data
1
Nonparametric statistics
1
Pre-averaging
1
Realized measures
1
Schätztheorie
1
Share price
1
Statistical test
1
Statistischer Test
1
Time-varying volatility
1
Wild bootstrap
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Hounyo, Ulrich
Cavaliere, Giuseppe
5
Härdle, Wolfgang
5
Gonçalves, Sílvia
4
Meddahi, Nour
3
Rahbek, Anders
3
Taylor, Robert
3
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Cybakov, Aleksandr B.
2
Dovonon, Prosper
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Yang, Lijian
2
Bohn Nielsen, Heino
1
Bouezmarni, Taoufik
1
Brüggemann, Ralf
1
Busch, Thomas
1
Calvet, Laurent E.
1
Chen, Rui
1
Cheng, Ai-ru Meg
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Davis, Richard A.
1
Dette, Holger
1
Drees, Holger
1
El Ghouch, Anouar
1
Escanciano, J. Carlos
1
Feldmann, David
1
Fengler, Matthias R.
1
Fisher, Adlai
1
Franke, Jürgen
1
Gallant, A. Ronald
1
Georgiev, Iliyan
1
Hafner, Christian M.
1
Hoffmann, M.
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working papers / TSE : WP
CREATES research paper
3
Econometric theory
2
IDEI working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
2
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
3
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
Saved in:
4
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->