Stationary bootstrapping for realized covariations of high frequency financial data (Q4600783)
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scientific article; zbMATH DE number 6825519
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| default for all languages | No label defined |
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| English | Stationary bootstrapping for realized covariations of high frequency financial data |
scientific article; zbMATH DE number 6825519 |
Statements
Stationary bootstrapping for realized covariations of high frequency financial data (English)
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12 January 2018
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stationary bootstrap
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realized covariance
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realized regression coefficient
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realized correlation coefficient
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0.8534644246101379
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0.8525095582008362
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0.8184810876846313
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0.8143133521080017
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