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Publications by Ulrich Hounyo
Bootstrapping Integrated Covariance Matrix Estimators in Noisy Jump–diffusion Models With Non-Synchronous Trading
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Related publications
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Stochastic Target Problems With Controlled Loss in Jump Diffusion Models
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading
SSRN Electronic Journal
Perpetual Barrier Options in Jump-Diffusion Models
Stochastics
Modeling
Statistics
Probability
Simulation
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
Econometric Theory
Economics
Econometrics
Social Sciences
Estimating Jump Diffusion Structural Credit Risk Models
SSRN Electronic Journal
Shrinkage Estimators for Covariance Matrices
Biometrics
Statistics
Genetics
Probability
Molecular Biology
Biochemistry
Applied Mathematics
Microbiology
Immunology
Biological Sciences
Medicine
Agricultural
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
