Bootstrapping realized multivariate volatility measures
| Year of publication: |
2013
|
|---|---|
| Authors: | Dovonon, Prosper ; Gonçalves, Sílvia ; Meddahi, Nour |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 1, p. 49-65
|