//--> //--> //-->
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"
~person:"Dufour, Jean-Marie"
~person:"Hounyo, Ulrich"
~subject:"Index number"
~subject:"Martingale"
~subject:"Theorie"
~subject:"Volatility"
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:"Bootstrap"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Index number
Martingale
Theorie
Volatility
Bootstrap approach
7
Bootstrap-Verfahren
7
High-frequency data
4
Estimation theory
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap
2
Correlation
2
Estimation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Martingal
2
Schätzung
2
Stable processes
2
Theory
2
Volatilität
2
Wild bootstrap
2
Activity index
1
Aktienindex
1
Bipower variation
1
Block bootstrap
1
Blumenthal-Getoor index
1
Bootstrap inference
1
Bootstrapping
1
Börsenkurs
1
Confidence intervals
1
Diurnal variation
1
Forecasting model
1
Hypothesis testing
1
Index
1
Induktive Statistik
1
Integrated covariance
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Dufour, Jean-Marie
Hounyo, Ulrich
Cavaliere, Giuseppe
6
Gonçalves, Sílvia
5
Davidson, Russell
4
Horowitz, Joel
4
Rahbek, Anders
4
Corradi, Valentina
3
Dovonon, Prosper
3
Hansen, Bruce E.
3
Hidalgo, Javier
3
Swanson, Norman R.
3
Taylor, Robert
3
Boswijk, Herman Peter
2
Bücher, Axel
2
Jentsch, Carsten
2
MacKinnon, James G.
2
Neumann, Michael H.
2
Podolskij, Mark
2
Schafgans, Marcia M. A.
2
Smeekes, Stephan
2
Taamouti, Abderrahim
2
Varneskov, Rasmus Tangsgaard
2
Whang, Yoon-jae
2
White, Halbert
2
Akram, Muhammad
1
Andrews, Donald W. K.
1
Arvanitis, Stelios
1
Berghaus, Betina
1
Biewen, Martin
1
Bohn Nielsen, Heino
1
Bouezmarni, Taoufik
1
Brüggemann, Ralf
1
Buchinsky, Moshe
1
Canay, Ivan A.
1
Chang, Yoosoon
1
Chen, Rui
1
Christensen, Kim
1
Chung, EunYi
1
Dalla, Violetta
1
Davidson, James E. H.
1
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
5
Econometric theory
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
IDEI working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
The econometrics journal
2
Working papers / TSE : WP
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for local distributions at high sampling frequencies : a
bootstrap
approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
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
Saved in:
3
A local stable
bootstrap
for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
4
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:
5
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->