Pages that link to "Item:Q528117"
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The following pages link to Bootstrapping realized multivariate volatility measures (Q528117):
Displaying 15 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- A bootstrap test for jumps in financial economics (Q2343319) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
