Stationary bootstrapping for realized covariations of high frequency financial data

DOI10.1080/02331888.2017.1344241zbMath1440.62365OpenAlexW2731558780MaRDI QIDQ4600783

Dong Wan Shin, Eun-Ju Hwang

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1344241

zbMATH Keywords

stationary bootstraprealized covariancerealized correlation coefficientrealized regression coefficient

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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