Pages that link to "Item:Q1652951"
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The following pages link to Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951):
Displaying 4 items.
- 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)
- Forecasting realized volatility: a review (Q1622112) (← links)
- Copula estimation for nonsynchronous financial data (Q6108882) (← links)