Bootstrapping realized multivariate volatility measures (Q528117)

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Bootstrapping realized multivariate volatility measures
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    title
    Bootstrapping realized multivariate volatility measures (English)
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    author
    Prosper Dovonon
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    Sílvia Gonçalves
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    Nour Meddahi
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    publication date
    12 May 2017
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    Mathematics Subject Classification ID
    62P05
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    62E20
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    62P20
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    zbMATH DE Number
    6714797
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    zbMATH Keywords
    realized regression
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    realized beta
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    realized correlation
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    bootstrap
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    Edgeworth expansions
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    OpenAlex ID
    W2118294523
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    cites work
    Q5493536
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