Bootstrapping realized multivariate volatility measures (Q528117)
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scientific article; zbMATH DE number 6714797
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| default for all languages | No label defined |
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| English | Bootstrapping realized multivariate volatility measures |
scientific article; zbMATH DE number 6714797 |
Statements
Bootstrapping realized multivariate volatility measures (English)
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12 May 2017
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realized regression
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realized beta
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realized correlation
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bootstrap
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Edgeworth expansions
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0.9283653
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0.90182686
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0.90173054
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0.89811474
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0.89379716
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0.89130956
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0.8912924
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