Bootstrapping pre-averaged realized volatility under market microstructure noise

Ulrich Hounyo, Sílvia Gonçalves and Nour Meddahi

Year of publication:	May 2017
Authors:	Hounyo, Ulrich ; Gonçalves, Sílvia ; Meddahi, Nour
Publisher:	[Toulouse] : IDEI, Institut d'économie industrielle
Subject:	Block bootstrap \| high frequency data \| market microstructure noise \| preaveraging \| realized volatility \| wild bootstrap \| Volatilität \| Volatility \| Bootstrap-Verfahren \| Bootstrap approach \| Marktmikrostruktur \| Market microstructure \| Noise Trading \| Noise trading \| Theorie \| Theory \| Kapitaleinkommen \| Capital income \| Zeitreihenanalyse \| Time series analysis

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