Stationary bootstrapping realized volatility under market microstructure noise (Q364198)

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Stationary bootstrapping realized volatility under market microstructure noise
scientific article

    Statements

    title
    Stationary bootstrapping realized volatility under market microstructure noise (English)
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    author
    Eun-Ju Hwang
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    Dong Wan Shin
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    publication date
    6 September 2013
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    zbMATH Keywords
    confidence intervals
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    Identifiers

    DOI
    10.1214/13-EJS834
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    Mathematics Subject Classification ID
    62P05
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    62G09
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    62P20
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    zbMATH DE Number
    6206228
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