Narrow search
Showing 1 - 10 of 31
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Cover Image
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva; Hounyo, Ulrich; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009719165
Cover Image
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009790617
Cover Image
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
Hounyo, Ulrich - 2013
Persistent link: https://www.econbiz.de/10010125963
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009389930
Cover Image
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2016
Persistent link: https://www.econbiz.de/10011479764
Cover Image
Bootrstrapping high-frequency jump tests
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; … - 2016
Persistent link: https://www.econbiz.de/10011479788
Cover Image
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151