Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity

Eunju Hwang, Dong Wan Shin

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Fingerprint

Dive into the research topics of 'Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity'. Together they form a unique fingerprint.

Mathematics