Mile End Road
London, London E1 4NS
United Kingdom
Queen Mary, University of London
SSRN RANKINGS
in Total Papers Citations
Block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme
block bootstrap, density and conditional distribution, forecast accuracy testing, mean square error, parameter estimation error, parametric and nonparametric methods, prediction, rolling and recursive estimation scheme
Block bootstrap, diffusion processes, parameter estimation error, simulated GMM, stochastic volatility
Block bootstrap, recursive estimation scheme, reality check, nonlinear causality, parameter estimation error
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise, conditional confidence intervals, jumps, prediction
Diffusions, integrated volatility, realized volatility measures, kernels, microstructure noise
