Bootstrapping Realized Multivariate Volatility Measures

Donovon, Prosper, Goncalves, Silvia and Meddahi, Nour (2013) Bootstrapping Realized Multivariate Volatility Measures. Journal of Econometrics, 172 (1). pp. 49-65.

[img]
Preview
Text
Download (329kB) | Preview
Official URL: http://tse-fr.eu/pub/21528
Item Type: Article
Language: English
Date: January 2013
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: Toulouse School of Economics - TSE
Site: UT1
Date Deposited: 09 Jul 2014 17:02
Last Modified: 18 Oct 2017 15:13
OAI ID: oai:tse-fr.eu:21528
URI: http://publications.ut-capitole.fr/id/eprint/14995

Actions (login required)

View Item View Item