Stationary bootstrapping realized volatility under market microstructure noise (Q364198): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G09 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6206228 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
confidence intervals | |||
| Property / zbMATH Keywords: confidence intervals / rank | |||
Normal rank | |||
Revision as of 11:17, 28 June 2023
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
