| 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 | 50 | 2018 |
| Bootstrapping high-frequency jump tests P Dovonon, S Gonçalves, U Hounyo, N Meddahi Journal of the American Statistical Association 114 (526), 793-803, 2019 | 32 | 2019 |
| Bootstrapping pre-averaged realized volatility under market microstructure noise U Hounyo, S Gonçalves, N Meddahi Econometric Theory 33 (4), 791-838, 2017 | 22 | 2017 |
| Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading U Hounyo Journal of Econometrics 197 (1), 130-152, 2017 | 22 | 2017 |
| 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 | 12 | 2014 |
| Validity of Edgeworth expansions for realized volatility estimators U Hounyo, B Veliyev The Econometrics Journal 19 (1), 1-32, 2016 | 11 | 2016 |
| 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 | 9 | 2017 |
| Bootstrapping Laplace transforms of volatility U Hounyo, Z Liu, RT Varneskov Quantitative Economics 14 (3), 1059-1103, 2023 | 6 | 2023 |
| Estimating the variance of a combined forecast: Bootstrap-based approach U Hounyo, K Lahiri Journal of Econometrics 232 (2), 445-468, 2023 | 6 | 2023 |
| The local fractional bootstrap M Bennedsen, U Hounyo, A Lunde, MS Pakkanen Scandinavian Journal of Statistics 46 (1), 329-359, 2019 | 5 | 2019 |
| Inference for local distributions at high sampling frequencies: A bootstrap approach U Hounyo, RT Varneskov Journal of Econometrics 215 (1), 1-34, 2020 | 3 | 2020 |
| 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 | 2 | 2023 |
| Reliable wild bootstrap inference with multiway clustering U Hounyo, J Lin Available at SSRN 4701693, 2024 | 1 | 2024 |
| Bootstrapping Laplace Transforms of Volatility: Supplementary Appendix U Hounyo, Z Liu, RT Varneskov Available at SSRN 4414552, 2023 | 1 | 2023 |
| A modified wild bootstrap procedure for Laplace transforms of volatility U Hounyo, Z Liu, RT Varneskov Available at SSRN 4187049, 2022 | 1 | 2022 |
| 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 |
Silvia GoncalvesProfessor, McGill University在 mcgill.ca 的电子邮件经过验证
