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~isPartOf:"Working papers / TSE : WP"
~person:"Bjønnes, Geir H."
~person:"Gonçalves, Sílvia"
~subject:"Volatilität"
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Volatilität
Block bootstrap
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Bjønnes, Geir H.
Gonçalves, Sílvia
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
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2017
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