Bootstrapping non-stationary stochastic volatility
type: Item
instance of: scholarly article
title: Bootstrapping non-stationary stochastic volatility
author: H. Peter Boswijk
author: Giuseppe Cavaliere
author: Iliyan Georgiev
author: Anders Rahbek
published in: Journal of Econometrics
publication date: 2021-07-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/2101.03562
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7376512
zbMATH Keywords: bootstrap
zbMATH Keywords: non-stationary stochastic volatility
zbMATH Keywords: random limit measures
zbMATH Keywords: weak convergence in distribution
MaRDI profile type: Publication
OpenAlex ID: W3135287066
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DOI: 10.1016/J.JECONOM.2021.01.005
description: scientific article; zbMATH DE number 7376512