Title:

Bootstrapping Realized Multivariate Volatility Measures

Authors:

Silvia Goncalves (U Montreal)
Nour Meddahi (U Toulouse 1 Capitole)
Prosper Dovonon (Concordia U)

Journal:

Journal of Econometrics

Year:

2013

Volume:

172

Pages:

49-65

JEL codes:

C20 - General
C46 - Econometric and Statistical Methods: Specific Distributions