Stationary bootstrapping realized volatility
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Publication:2637373
DOI10.1016/j.spl.2013.05.005zbMath1279.62101MaRDI QIDQ2637373
Publication date: 11 February 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.005
62E20: Asymptotic distribution theory in statistics
60G10: Stationary stochastic processes
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
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