Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach
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More about this item
KeywordsBootstrap inference; High-frequency data; It^o semimartingales; Kolmogorov-Smirnov test; Stable processes; von-Mises statistics;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G1 - Financial Economics - - General Financial Markets
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