Inference about realized volatility using infill subsampling / :: Ilze Kalnina :: Suntory and Toyota International Centres for Economics and Related Disciplines 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Inference about realized volatility using infill subsampling /
Author Ilze Kalnina
Contributors Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2007
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 15 Oct., 2007).

Topics

Bootstrap (Statistics)
Semimartingales (Mathematics)
Asymptotic expansions

Catalogue Data

OBNB ID GBA782988
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.23

ISBD

P1042 Includes bibliographical references.

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Inference about realized volatility using infill subsampling / by Ilze Kalnina. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2007. Publication and catalogue information, links to buy online and reader comments.