← All authors Ulrich Hounyo University at Albany, State University of New York (from arXiv:2602.16376, 2026) · ORCID · OpenAlex
28 papers in scope · 21 published · 7 on the econ.EM arXiv · 184 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yannick Guyonvarch Laurent Davezies Yuya Sasaki Timothy J. Vogelsang Bruce E. Hansen Yiyao Luo Harold D. Chiang Xavier D’Haultfœuille Allan Timmermann Kaicheng Chen James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb Ryutah Kato Peter Reinhard Hansen Kim Christensen Iván Fernández-Val Jiahao Lin Yuan Liao Ilya Archakov Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 28)
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2026 · arXiv
Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis
published 2025 · Journal of Empirical Finance · 1 citations · first circulated 2023
Forecasting economic time series in the presence of weak factors: Multiple supervised learning-based approach
published 2025 · International Journal of Forecasting · 1 citations · first circulated 2023
with Zhendong Li
Wild Bootstrap Inference with Multiway Clustering and Serially Correlated Time Effects
published 2025 · Journal of Business and Economic Statistics · 2 citations
Serial dependence robust bootstrap test for cross-sectional correlation
published 2025 · Econometrics Journal · 5 citations
with Chihwa Kao, Min Seong Kim
A modified wild bootstrap procedure for Laplace transforms of volatility
published 2025 · Economics Letters · 1 citations · first circulated 2022
with Zhi Liu, Rasmus T. Varneskov
Heterogeneity in carbon intensity patterns: A subsampling approach
published 2024 · Energy Economics · 3 citations
with Johnson Kakeu, Li Lu, Justin Johnson Kakeu Kengne
working paper 2024 · arXiv
Bootstrapping Laplace transforms of volatility
published 2023 · Quantitative Economics · 4 citations · first circulated 2020
with Zhi Liu, Rasmus T. Varneskov
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
published 2022 · Journal of Business and Economic Statistics · 10 citations
Are Some Forecasters Really Better than Others? A Note*
published 2022 · Journal of money credit and banking · 4 citations
with Kajal Lahiri
A WILD BOOTSTRAP FOR DEPENDENT DATA
published 2021 · Econometric Theory · 13 citations
Estimating the variance of a combined forecast: Bootstrap-based approach
published 2021 · Journal of Econometrics · 18 citations
with Kajal Lahiri
Inference for local distributions at high sampling frequencies: A bootstrap approach
published 2019 · Journal of Econometrics · 4 citations · first circulated 2018
with Rasmus T. Varneskov
A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA
published 2018 · Econometric Theory · 8 citations
Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
published 2018 · Journal of Econometrics · 14 citations
Bootstrapping High-Frequency Jump Tests
published 2018 · Journal of the American Statistical Association · 26 citations
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
published 2017 · Journal of Econometrics · 21 citations · first circulated 2015
with Rasmus T. Varneskov
Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading
published 2016 · Journal of Econometrics · 3 citations
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
published 2016 · Econometric Theory · 20 citations · first circulated 2013
Validity of Edgeworth expansions for realized volatility estimators
published 2016 · Econometrics Journal · 11 citations · first circulated 2015
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns
published 2014 · Journal of Financial Econometrics · 11 citations · first circulated 2013
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
published 2013 · CREATES Research Papers · 4 citations
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