Stationary bootstrapping realized volatility under market microstructure noise (Q364198)
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scientific article; zbMATH DE number 6206228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary bootstrapping realized volatility under market microstructure noise |
scientific article; zbMATH DE number 6206228 |
Statements
Stationary bootstrapping realized volatility under market microstructure noise (English)
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6 September 2013
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confidence intervals
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0.9490955
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0.93861115
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0.9265401
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0.9086521
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0.90542185
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0.89811474
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0.8828986
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0.88284576
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0.87289137
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