Bootstrap confidence intervals and hypothesis testing for market information shares
Year of publication: |
2021
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Authors: | Schweikert, Karsten |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 5, p. 934-959
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Subject: | bootstrap inference | cointegration | Monte Carlo simulation | price discovery | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Statistischer Test | Statistical test | Kointegration | Cointegration | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1093/jjfinec/nbz035 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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