Stationary bootstrapping realized volatility under market microstructure noise (Q364198): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:53, 30 January 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
