Article
Bootstrapping Realized Multivariate Volatility Measures
Prosper Donovon, Silvia Goncalves, and Nour Meddahi
Journal of Econometrics
vol. 172, n. 1, January 2013, pp. 49–65
Reference
Prosper Donovon, Silvia Goncalves, and Nour Meddahi, “Bootstrapping Realized Multivariate Volatility Measures”, Journal of Econometrics, vol. 172, n. 1, January 2013, pp. 49–65.
Research partnership
Econometrics