Stationary bootstrapping for realized covariations of high frequency financial data

DOI10.1080/02331888.2017.1344241MaRDI QIDQ4600783zbMATH OpenOpenAlexFDO

Authors Dong Wan Shin, Eunju Hwang

Publication date 12 January 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1344241

zbMATH Keywords

realized correlation coefficientrealized covariancerealized regression coefficientstationary bootstrap

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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