Título:

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

Autores:

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

Revista:

Journal Of Financial Econometrics

Ano:

2014

Volume:

12

Páginas:

679-707

Códigos JEL:

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