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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju, Shin, Dong WanLanguage:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2017.10.001
Date:
October, 2017
File:
PDF, 576 KB
english, 2017