Bootstrapping Realized Bipower Variation (Q2787360)
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scientific article; zbMATH DE number 6545663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping Realized Bipower Variation |
scientific article; zbMATH DE number 6545663 |
Statements
Bootstrapping Realized Bipower Variation (English)
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25 February 2016
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realized bipower variation
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nonparametric volatility estimation
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bootstrap
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