Bootstrapping Realized Multivariate Volatility Measures

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Bootstrapping Realized Multivariate Volatility Measures

Dovonon, Prosper, Goncalves, Silvia, Meddahi, Nour
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Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1500028
File:
PDF, 335 KB
english, 2009
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