Pages that link to "Item:Q2637373"
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The following pages link to Stationary bootstrapping realized volatility (Q2637373):
Displaying 3 items.
- A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities (Q500498) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
