Pages that link to "Item:Q5231507"
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The following pages link to Bootstrapping High-Frequency Jump Tests (Q5231507):
Displayed 7 items.
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models (Q6173727) (← links)
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change (Q6190956) (← links)