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Research literature / Preprint / posted paper

Optimal Bootstrap Block Length for an Unknown Data Generating Process: An Empirical Assessment for Financial Market Data

Vahidin Jeleskovic

Published
Publisher
Elsevier BV
Research area
Capital & markets
Source type
Preprint / posted paper
DOI
10.2139/ssrn.4738996

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Vahidin Jeleskovic. Optimal Bootstrap Block Length for an Unknown Data Generating Process: An Empirical Assessment for Financial Market Data. Elsevier BV. 2024. https://doi.org/10.2139/ssrn.4738996

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