Stationary bootstrapping for realized covariations of high frequency financial data (Q4600783)
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scientific article; zbMATH DE number 6825519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary bootstrapping for realized covariations of high frequency financial data |
scientific article; zbMATH DE number 6825519 |
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Stationary bootstrapping for realized covariations of high frequency financial data (English)
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12 January 2018
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stationary bootstrap
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realized covariance
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realized regression coefficient
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realized correlation coefficient
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