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