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Publications by Roel Oomen

Realised Quantile-Based Estimation of the Integrated Variance

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

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Integrated-Quantile-Based Estimation for First-Price Auction Models

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Estimation of Long Memory in Integrated Variance

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Realised Variance Forecasting Under Box-Cox Transformations

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Quantile Based Estimation of Scale and Dependence

Bulletin of the Australian Mathematical Society

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Assessment of an L-Kurtosis-Based Criterionfor Quantile Estimation

Journal of Hydrologic Engineering - ASCE

Environmental Science

Structural Engineering

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Applying the Hájek Approach in Formula-Based Variance Estimation

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Variance Function Estimation

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Conditional Monte Carlo Estimation of Quantile Sensitivities

Management Science

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The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling

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