Stationary bootstrapping realized volatility under market microstructure noise (Q364198): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q653132 |
||
| Property / author | |||
| Property / author: Eun-Ju Hwang / rank | |||
Revision as of 03:42, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary bootstrapping realized volatility under market microstructure noise |
scientific article |
Statements
Stationary bootstrapping realized volatility under market microstructure noise (English)
0 references
6 September 2013
0 references
confidence intervals
0 references
