The Grid Bootstrap for Continuous Time Models-Reference-Cited by-同舟云学术

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The Grid Bootstrap for Continuous Time Models

Published:2021-07-06 Issue: Volume: Page:1-13
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Lui Yiu Lim¹,Xiao Weilin²,Yu Jun³

Affiliation:

1. Institute for Advanced Economic Research, Dongbei University of Finance and Economics, Dalian, China;

2. School of Management, Zhejiang University, Hangzhou, China;

3. School of Economics, Lee Kong Chian School of Business, Singapore Management University, Singapore, Singapore

Funder

Ministry of Education of Singapore

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2021.1930014

Reference31 articles.

1. Testing Continuous-Time Models of the Spot Interest Rate

2. High-Frequency Financial Econometrics

3. Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

4. Generic results for establishing the asymptotic size of confidence sets and tests

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