• Published

  Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach

  Research output: Working paper/Preprint › Working paper › Research

• Published

  Inference for local distributions at high sampling frequencies: A bootstrap approach

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  A local Gaussian bootstrap method for realized volatility and realized beta

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

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