Title:

Bootstrap Inference for Pre-averaged Realized Volatility Based on Nonoverlapping Returns

Authors:

Silvia Goncalves (U Montreal)
Ulrich Hounyo (U Oxford)
Nour Meddahi (U Toulouse 1 Capitole)

Journal:

Journal Of Financial Econometrics

Year:

2014

Volume:

12

Pages:

679-707

JEL codes:

C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates