Department of Economics and Business Economics

A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation

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A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation. / Hounyo, Ulrich; Varneskov, Rasmus T.

In: Journal of Econometrics, Vol. 198, No. 1, 2017, p. 10-28.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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@article{b8a30898f0ac44258775be4c832a7aec,
title = "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation",
author = "Ulrich Hounyo and Varneskov, {Rasmus T.}",
year = "2017",
doi = "10.1016/j.jeconom.2017.01.002",
language = "English",
volume = "198",
pages = "10--28",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "1",

}

RIS

TY - JOUR

T1 - A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation

AU - Hounyo, Ulrich

AU - Varneskov, Rasmus T.

PY - 2017

Y1 - 2017

U2 - 10.1016/j.jeconom.2017.01.002

DO - 10.1016/j.jeconom.2017.01.002

M3 - Journal article

VL - 198

SP - 10

EP - 28

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1

ER -