Bootstrapping realized volatility and realized beta under a local Gaussianity assumption

Ulrich Hounyo

Year of publication:	2013
Authors:	Hounyo, Ulrich
Publisher:	Aarhus : School of Economics and Management
Subject:	Volatilität \| Volatility \| Bootstrap-Verfahren \| Bootstrap approach \| Theorie \| Theory \| Betafaktor \| Beta risk \| Stochastischer Prozess \| Stochastic process

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