Bootstrapping realized multivariate volatility measures

Bootstrapping realized multivariate volatility measures

Prosper Dovonon, Sílvia Gonçalves, Nour Meddahi
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Volume:
172
Year:
2013
Language:
english
DOI:
10.1016/j.jeconom.2012.08.003
File:
PDF, 427 KB
english, 2013
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