Stationary bootstrapping realized volatility

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2013 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 83, pages 2,045-2,051 (issn: 0167-7152,

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Authors: Hwang, Eunju; Shin, Dong Wan;

doi: 10.1016/j.spl.2013.05.005

Stationary bootstrapping realized volatility

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Abstract

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Related Organizations

Ewha Womans University
Korea (Republic of)

Keywords

Stationary stochastic processes, Asymptotic distribution theory in statistics, Nonparametric statistical resampling methods, Monte Carlo methods, confidence intervals, stationary bootstrap

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