Bootstrapping non-stationary stochastic volatility
H. Peter Boswijk, Giuseppe Cavaliere, Iliyan Georgiev, Anders Rahbek
| Year of publication: |
2021
|
|---|---|
| Authors: | Boswijk, Herman Peter ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Rahbek, Anders |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 1, p. 161-180
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| Subject: | Bootstrap | Non-stationary stochastic volatility | Random limit measures | Weak convergence in distribution | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013275368