Bootstrapping volatility functionals: a local and nonparametric perspective (Q5384598)
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scientific article; zbMATH DE number 7072425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping volatility functionals: a local and nonparametric perspective |
scientific article; zbMATH DE number 7072425 |
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Bootstrapping volatility functionals: a local and nonparametric perspective (English)
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24 June 2019
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bootstrap
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Itô process
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realized volatility functional
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