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~isPartOf:"IDEI working papers"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~person:"Meddahi, Nour"
~person:"Todorov, Viktor"
~person:"Woessmann, Ludger"
~subject:"Theory"
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
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2017
Persistent link: https://www.econbiz.de/10011731265
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Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
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2017
Persistent link: https://www.econbiz.de/10011731270
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