Reference
Prosper Donovon, Silvia Goncalves, and Nour Meddahi, “Bootstrapping Realized Multivariate Volatility Measures”, Journal of Econometrics, vol. 172, n. 1, January 2013, pp. 49–65.
See also
Published in
Journal of Econometrics, vol. 172, n. 1, January 2013, pp. 49–65