Pages that link to "Item:Q364198"
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The following pages link to Stationary bootstrapping realized volatility under market microstructure noise (Q364198):
Displaying 3 items.
- Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)