Pages that link to "Item:Q2043261"
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The following pages link to Bootstrapping non-stationary stochastic volatility (Q2043261):
Displaying 6 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)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
- Modeling Extreme Events: Time-Varying Extreme Tail Shape (Q6626257) (← links)