Validity of Edgeworth expansions for realized volatility estimators (Q5093928)
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scientific article; zbMATH DE number 7565887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Validity of Edgeworth expansions for realized volatility estimators |
scientific article; zbMATH DE number 7565887 |
Statements
Validity of Edgeworth expansions for realized volatility estimators (English)
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2 August 2022
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bootstrap
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confidence intervals
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Edgeworth expansions
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pre-averaging
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realized volatility
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