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Stationary bootstrapping realized volatility - MaRDI portal

Stationary bootstrapping realized volatility (Q2637373)

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Stationary bootstrapping realized volatility
scientific article

    Statements

    title
    Stationary bootstrapping realized volatility (English)
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    author
    Dong Wan Shin
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    Eun-Ju Hwang
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    publication date
    11 February 2014
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    zbMATH Keywords
    confidence intervals
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    stationary bootstrap
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    Identifiers

    Mathematics Subject Classification ID
    62G09
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    60G10
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    62E20
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    65C05
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    zbMATH DE Number
    6256831
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    OpenAlex ID
    W2029427771
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