Article

Bootstrapping Realized Volatility

Silvia Goncalves, and Nour Meddahi

Reference

Silvia Goncalves, and Nour Meddahi, Bootstrapping Realized Volatility, Econometrica, vol. 77, n. 1, January 2009, pp. 283–306.

See also

Published in

Econometrica, vol. 77, n. 1, January 2009, pp. 283–306