4 research outputs found
Bootstrapping Laplace Transforms of Volatility
- Author
- A Alvarez
- A Casini
- C F J Wu
- C Mancini
- D Kristensen
- D P Foster
- D W Andrews
- E Mammen
- F Comte
- F Corsi
- F M Bandi
- F M Bandi
- G Jiang
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Li
- J Li
- J Li
- J Li
- J Shao
- L Zhang
- M Bibinger
- M Carrasco
- M Reiss
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P Dovonon
- P Hall
- P R Hansen
- Q Liu
- Q Liu
- R Davidson
- R F Engle
- R Y Liu
- S Gon�alves
- S S Lee
- T Andersen
- T Bollerslev
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T Hayashi
- U Hounyo
- U Hounyo
- U Hounyo
- U Hounyo
- U Hounyo
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Wang
- Y Zu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study
Bootstrapping Tests for Jumps with an Application to Test Averaging
- Author
- A.-M Dumitru
- Ana-Maria Dumitru
- E L Lehmann
- F Bandi
- G J Jiang
- G S Maddala
- I Kalnina
- J Jacod
- J Lahaye
- J T Kost
- J.-M Dufour
- L G Godfrey
- L Tippett
- L Zhang
- L Zhang
- M B Brown
- M Dungey
- M Podolskij
- M Podolskij
- M Podolskij
- M Vetter
- O Barndorff-Nielsen
- O Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P Dovonon
- R A Fisher
- S Gon�alves
- S Smeekes
- T G Andersen
- T Liptak
- U K Hounyo
- U K Hounyo
- V Shergin
- X Huang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach
- Author
- A Leucht
- A W Van Der Vaart
- B Baeumer
- B Efron
- B Kelly
- B Mandelbrot
- B Mandelbrot
- B.-Y Jing
- C Bontemps
- C Kl�ppelberg
- E Beutner
- E Carlstein
- E Fama
- E Fama
- E Paparoditis
- E Paparoditis
- F Delbaen
- F M Bandi
- H R Kunsch
- I Monroe
- J Jacod
- J Jacod
- J L Horowitz
- J Praestgaard
- K Back
- K Sato
- L Wu
- M A Arcones
- M A Stephens
- M Chernov
- O E Barndorff-Nielsen
- P Billingsley
- P B�hlmann
- P Carr
- P Carr
- P Carr
- P Carr
- P Doukhan
- P Dovonon
- P Hall
- P J Bickel
- P K Clark
- P R Hansen
- R Cont
- R Davidson
- R Davidson
- R N Bhattacharya
- R Y Liu
- R Y Liu
- Rasmus Tangsgaard Varneskov
- S Gon�alves
- S S Shapiro
- S S Shapiro
- S Smeekes
- T An�
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- T Mikosch
- U Hounyo
- U Hounyo
- U V Naik-Nimbalkar
- Ulrich Hounyo
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- V Todorov
- X Huang
- X Shao
- X Shao
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Testing for Heteroscedasticity in Jumpy and Noisy High-frequency Data: A Resampling Approach
- Author
- A E Dudek
- A Hecq
- A Kolokolov
- B B Mandelbrot
- B Baeumer
- B.-Y Jing
- C F J Wu
- C Mancini
- C Mancini
- C T Brownless
- D Xiu
- E F Fama
- E Mammen
- F Corsi
- F Delbaen
- F M Bandi
- G J Jiang
- H Dette
- H Dette
- H Dette
- I Kalnina
- I Kalnina
- J Hasbrouck
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Jacod
- J Li
- K Boudt
- K Christensen
- K Christensen
- K Christensen
- K Christensen
- Kim Christensen
- L Harris
- L Zhang
- L Zhang
- M Chernov
- M L Katz
- M Pauly
- M Podolskij
- M Podolskij
- M Vetter
- M Vetter
- N Hautsch
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- O E Barndorff-Nielsen
- P A Mykland
- P Dovonon
- P R Hansen
- R A Wood
- R F Engle
- R Y Liu
- S Clinet
- S Gon�alves
- S Gon�alves
- S J Taylor
- S S Lee
- T G Andersen
- T G Andersen
- T G Andersen
- T G Andersen
- U Hounyo
- U Hounyo
- Ulrich Hounyo
- V Todorov
- V Todorov
- V Todorov
- X Huang
- X Shao
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study