A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499)
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scientific article; zbMATH DE number 7061150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA |
scientific article; zbMATH DE number 7061150 |
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A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (English)
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31 May 2019
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local Gaussian bootstrap
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high-frequency data
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resampling
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realized multivariate volatility
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consistent estimator
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first-order asymptotic theory
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second-order asymptotic refinement
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