Bootstrapping Realized Volatility (Q3627284)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Realized Volatility |
scientific article |
Statements
Bootstrapping Realized Volatility (English)
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18 May 2009
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realized volatility
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i.i.d. bootstrap
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wild bootstrap
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Edgeworth expansions
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