View : 19 Download: 6

Stationary bootstrapping realized volatility under market microstructure noise

Title
Stationary bootstrapping realized volatility under market microstructure noise
Authors
Hwang E.Shin D.W.
Ewha Authors
신동완황은주
SCOPUS Author ID
신동완scopus
Issue Date
2013
Journal Title
Electronic Journal of Statistics
ISSN
1935-7524JCR Link
Citation
vol. 7, no. 1, pp. 2032 - 2053
Indexed
SCIE; SCOPUS WOS scopus
Abstract
Confidence interval; Market microstructure noise; Stationary bootstrap
DOI
10.1214/13-EJS834
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
001.pdf(271.53 kB)Download
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE