Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Bootstrapping volatility functionals: a local and nonparametric perspective - MaRDI portal

Bootstrapping volatility functionals: a local and nonparametric perspective (Q5384598)

From MaRDI portal
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

    Statements

    title
    Bootstrapping volatility functionals: a local and nonparametric perspective (English)
    0 references
    author
    Xin-Bing Kong
    0 references
    Shaojun Xu
    0 references
    Wang Zhou
    0 references
    published in
    Biometrika
    0 references
    publication date
    24 June 2019
    0 references
    zbMATH Keywords
    bootstrap
    0 references
    Itô process
    0 references
    realized volatility functional
    0 references

    Identifiers

    zbMATH DE Number
    7072425
    0 references
    OpenAlex ID
    W2791874019
    0 references
    DOI
    10.1093/BIOMET/ASY002
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5384598&oldid=39589248"
    Powered by MediaWiki