Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951)
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scientific article; zbMATH DE number 6904519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity |
scientific article; zbMATH DE number 6904519 |
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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (English)
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17 July 2018
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market microstructure noise
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non-synchronous trading
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realized covariations
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two-time scale estimator
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stationary bootstrap
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high frequency data
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