The main contribution of this paper is to propose a bootstrap method for inference on integrated volatility based on the pre-averaging approach, where the pre-averaging is done over all possible ...

We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and ...

Developing confidence about a portfolio strategy’s track record (or throwing it onto the garbage heap), whether it’s your own design or a third party’s model, is a tricky but essential chore. There’s ...

The HapMap project has facilitated the selection of tagging single nucleotide polymorphisms (tagSNPs) for genome-wide association studies (GWAS) under the assumption that linkage disequilibrium (LD) ...