Pages that link to "Item:Q5378499"
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The following pages link to A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499):
Displaying 3 items.
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
