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Covariance estimation using random permutations
Padmakumari, Lakshmi, (2018)
Currency risk : comovements and intraday cojumps
Lahaye, Jérôme, (2016)
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper, (2022)
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Braumann, Alexander, (2021)
Bootstrap methods for time series
Härdle, Wolfgang, (2001)
Autoregressive aided periodogram bootstrap for time series
Kreiß, Jens-Peter, (2001)