Следене
Ulrich Hounyo
Ulrich Hounyo
Associate Professor, University at Albany, State University of New York
Потвърден имейл адрес: albany.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
K Christensen, U Hounyo, M Podolskij
Journal of Econometrics 205 (2), 336-362, 2018
492018
Bootstrapping high-frequency jump tests
P Dovonon, S Gonçalves, U Hounyo, N Meddahi
Journal of the American Statistical Association 114 (526), 793-803, 2019
332019
Bootstrapping pre-averaged realized volatility under market microstructure noise
U Hounyo, S Gonçalves, N Meddahi
Econometric Theory 33 (4), 791-838, 2017
222017
Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading
U Hounyo
Journal of Econometrics 197 (1), 130-152, 2017
222017
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
S Gonçalves, U Hounyo, AJ Patton, K Sheppard
Journal of Business & Economic Statistics 41 (3), 683-694, 2023
17*2023
A local Gaussian bootstrap method for realized volatility and realized beta
U Hounyo
Econometric Theory 35 (2), 360-416, 2019
15*2019
A wild bootstrap for dependent data
U Hounyo
Econometric Theory 39 (2), 264-289, 2023
13*2023
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
S Gonçalves, U Hounyo, N Meddahi
Journal of Financial Econometrics 12 (4), 679-707, 2014
122014
Validity of Edgeworth expansions for realized volatility estimators
U Hounyo, B Veliyev
The Econometrics Journal 19 (1), 1-32, 2016
112016
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
U Hounyo, RT Varneskov
Journal of Econometrics 198 (1), 10-28, 2017
92017
Bootstrapping Laplace transforms of volatility
U Hounyo, Z Liu, RT Varneskov
Quantitative Economics 14 (3), 1059-1103, 2023
62023
Estimating the variance of a combined forecast: Bootstrap-based approach
U Hounyo, K Lahiri
Journal of Econometrics 232 (2), 445-468, 2023
62023
The local fractional bootstrap
M Bennedsen, U Hounyo, A Lunde, MS Pakkanen
Scandinavian Journal of Statistics 46 (1), 329-359, 2019
52019
Inference for local distributions at high sampling frequencies: A bootstrap approach
U Hounyo, RT Varneskov
Journal of econometrics 215 (1), 1-34, 2020
32020
Are Some Forecasters Really Better than Others? A Note
U Hounyo, K Lahiri
Journal of Money, Credit and Banking 55 (2-3), 577-593, 2023
22023
Bootstrapping Laplace Transforms of Volatility: Supplementary Appendix
U Hounyo, Z Liu, RT Varneskov
Available at SSRN 4414552, 2023
12023
A modified wild bootstrap procedure for Laplace transforms of volatility
U Hounyo, Z Liu, RT Varneskov
Available at SSRN 4187049, 2022
12022
Reliable Wild Bootstrap Inference with Multiway Clustering
U Hounyo, J Lin
Available at SSRN 4701693, 2024
2024
Heterogeneity in Carbon Intensity Patterns: A Subsampling Approach
JJ KAKEU KENGNE, U Hounyo, L Lu
Available at SSRN 4700485, 2023
2023
Forecasting Economic Time Series in Presence of Weak Factors: Multiple Supervised Learning-Based Approach
U Hounyo, Z Li
Available at SSRN 4640865, 2023
2023
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