Stationary bootstrapping realized volatility (Q2637373): Difference between revisions

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+Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2013.05.005
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+W2029427771
@@ Property / OpenAlex ID: W2029427771 / rank @@
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@@ Property / cites work @@
+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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+A new weak dependence condition and applications to moment inequalities
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+Bootstrapping realized multivariate volatility measures
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@@ Property / cites work @@
+Consistency of the stationary bootstrap under weak moment conditions
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+Bootstrapping Realized Volatility
@@ Property / cites work: Bootstrapping Realized Volatility / rank @@
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+THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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+Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
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+Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
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+Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
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+Q5317360
@@ Property / cites work: Q5317360 / rank @@
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@@ Property / cites work @@
+A note on the stationary bootstrap's variance
@@ Property / cites work: A note on the stationary bootstrap's variance / rank @@
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+Unit root testing via the stationary bootstrap
@@ Property / cites work: Unit root testing via the stationary bootstrap / rank @@
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+Volatility Estimation Based on High-Frequency Data
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+Bootstrapping unit root tests for integrated processes
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