DSpace at EWHA: Stationary bootstrapping realized volatility under market microstructure noise

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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	*