Bootstrapping realized multivariate volatility measures (Q528117)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping realized multivariate volatility measures |
scientific article |
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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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