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Bootstrapping Realized Volatility

Goncalves, Silvia and Meddahi, Nour (2009) Bootstrapping Realized Volatility. Econometrica, 77 (1). pp. 283-306.

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Official URL: http://tse-fr.eu/pub/10339
Item Type: Article
Language: English
Date: January 2009
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:57
Last Modified: 07 Mar 2018 13:21
["eprint_fieldname_oai_identifier" not defined]: oai:tse-fr.eu:10339
URI: http://publications.ut-capitole.fr/id/eprint/2857

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