Validity of Edgeworth expansions for realized volatility estimators
Ulrich Hounyo and Bezirgen Veliyev
| Year of publication: |
2016
|
|---|---|
| Authors: | Hounyo, Ulrich ; Veliyev, Bezirgen |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 19.2016, 1, p. 1-32
|
| Subject: | Bootstrap | Confidence intervals | Edgeworth expansions | Pre-averaging | Realized volatility | Volatilität | Volatility | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011487524