Bootstrapping volatility functionals: a local and nonparametric perspective

DOI10.1093/BIOMET/ASY002OpenAlexW2791874019MaRDI QIDQ5384598

Xin-Bing Kong, Wang Zhou, Shaojun Xu

Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asy002

zbMATH Keywords

bootstrapItô processrealized volatility functional

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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