Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.contributor.author | 황은주 | * |
dc.date.accessioned | 2016-08-28T10:08:25Z | - |
dc.date.available | 2016-08-28T10:08:25Z | - |
dc.date.issued | 2013 | * |
dc.identifier.issn | 1935-7524 | * |
dc.identifier.other | OAK-10397 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/223989 | - |
dc.description.abstract | Confidence interval; Market microstructure noise; Stationary bootstrap | * |
dc.language | English | * |
dc.title | Stationary bootstrapping realized volatility under market microstructure noise | * |
dc.type | Article | * |
dc.relation.issue | 1 | * |
dc.relation.volume | 7 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 2032 | * |
dc.relation.lastpage | 2053 | * |
dc.relation.journaltitle | Electronic Journal of Statistics | * |
dc.identifier.doi | 10.1214/13-EJS834 | * |
dc.identifier.wosid | WOS:000323301500001 | * |
dc.identifier.scopusid | 2-s2.0-84884923789 | * |
dc.author.google | Hwang E. | * |
dc.author.google | Shin D.W. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.contributor.scopusid | 황은주(23094221200) | * |
dc.date.modifydate | 20240116115756 | * |