1 à 5 de 11 résultats
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Ulrich Hounyo, Silvia Gonçalves et Nour Meddahi
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Bootstrapping high-frequency jump tests
Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo et Nour Meddahi
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Bootstrap prediction intervals for factor models
Silvia Gonçalves, Benoit Perron et Antoine Djogbenou
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Bootstrap inference in regressions with estimated factors and serial correlation
Antoine Djogbenou, Silvia Gonçalves et Benoit Perron
CS