"au:"Ulrich Hounyo"" — arXiv2 Search

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"au:"Ulrich Hounyo"" — arXiv2 Search

Showing 1–7 of 7 results

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Aug 5, 2024A nonparametric test for diurnal variation in spot correlation processes Feb 18, 2026Two-way Clustering Robust Variance Estimator in Quantile Regression Models May 3, 2026Estimation and Inference for the $τ$-Quantile of Individual Heterogeneous Coefficient Dec 12, 2025Robust Two-Sample Mean Inference under Serial Dependence Jan 23, 2026Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment May 1, 2026Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects May 3, 2016The Local Fractional Bootstrap