Bootstrapping volatility functionals: a local and nonparametric perspective (Q5384598)

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scientific article; zbMATH DE number 7072425
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Bootstrapping volatility functionals: a local and nonparametric perspective
scientific article; zbMATH DE number 7072425

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    Bootstrapping volatility functionals: a local and nonparametric perspective (English)
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    24 June 2019
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    bootstrap
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    Itô process
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    realized volatility functional
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