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~person:"Dufour, Jean-Marie"
~person:"Hounyo, Ulrich"
~person:"Huang, Chun-Kai"
~person:"Hušková, Marie"
~subject:"Block bootstrap"
~subject:"Monte-Carlo-Simulation"
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Block bootstrap
Monte-Carlo-Simulation
Bootstrap approach
48
Bootstrap-Verfahren
48
Theorie
25
Theory
25
Volatility
21
Volatilität
21
Time series analysis
19
Zeitreihenanalyse
19
bootstrap
18
Statistical test
15
Statistischer Test
15
Bootstrap
14
Estimation theory
13
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Monte Carlo test
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CAPM
11
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exact test
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Monte Carlo simulation
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test de Monte Carlo
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wild bootstrap
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Noise Trading
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market microstructure noise
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realized volatility
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test exact
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Stochastic process
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Stochastischer Prozess
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multivariate linear regression
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uniform linear hypothesis
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13
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Dufour, Jean-Marie
Hounyo, Ulrich
Huang, Chun-Kai
Hušková, Marie
Kilian, Lutz
6
Politis, Dimitris N.
6
Shimotsu, Katsumi
6
Urga, Giovanni
6
White, Halbert
6
Allen, Jason
5
Gonçalves, Sílvia
5
Gregory, Allan W.
5
Kapetanios, George
5
Kleijnen, Jack P. C.
5
Moundigbaye, Mantobaye
5
Reed, W. Robert
5
Swanson, Norman R.
5
Camponovo, Lorenzo
4
Corradi, Valentina
4
Di Iorio, Francesca
4
Fachin, Stefano
4
Inoue, Atsushi
4
Kim, Jae H.
4
Kryzanowski, Lawrence
4
Messemer, Clarisse
4
Parks, Richard W.
4
Trojani, Fabio
4
Arvanitis, Stelios
3
Bergamelli, Michele
3
Camba-Méndez, Gonzalo
3
Doko Tchatoka, Firmin
3
Jentsch, Carsten
3
Meddahi, Nour
3
Mehdad, Ehsan
3
Paparoditis, Efstathios
3
Smeekes, Stephan
3
Westerlund, Joakim
3
Wong, Wing Keung
3
Yang, Zhenlin
3
Akram, Muhammad
2
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2
Ayadi, Mohamed A.
2
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School of Economics and Management, University of Aarhus
1
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1
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Cahier / Départment de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
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1
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1
Computational Statistics
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Risk management : a journal of risk, crisis and disaster
1
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ECONIS (ZBW)
13
RePEc
2
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1
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
2
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:
3
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
4
Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian
;
Huang, Chun-Kai
;
Clark, Allan Ernest
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
4
,
pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
Saved in:
5
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:
6
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
7
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002652691
Saved in:
8
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
9
Exact nonparametric two-sample homogeneity tests for possibly discrete distributions
Dufour, Jean-Marie
;
Farhat, Abdeljelil
-
2001
Persistent link: https://www.econbiz.de/10001649024
Saved in:
10
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
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