3

Validity of Edgeworth expansions for realized volatility estimators

Year:
2016
Language:
english
File:
PDF, 316 KB
english, 2016
7

A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA

Year:
2018
Language:
english
File:
PDF, 603 KB
english, 2018
8

The local fractional bootstrap

Year:
2018
Language:
english
File:
PDF, 776 KB
english, 2018