Bootstrap Inference for Pre-averaged Realized Volatility Based on Nonoverlapping Returns
Silvia Goncalves, Ulrich Hounyo, Nour Meddahi
Journal Of Financial Econometrics, vol. 12, 2014, p. 679-707.

Bootstrapping Realized Multivariate Volatility Measures
Silvia Goncalves, Nour Meddahi, Prosper Dovonon
Journal of Econometrics, vol. 172, 2013, p. 49-65.

Box-Cox Transforms for Realized Volatility
Silvia Goncalves, Nour Meddahi
Journal of Econometrics, vol. 160, 2011, p. 129-144.

Bootstrapping Realized Volatility
Silvia Goncalves, Nour Meddahi
Econometrica, vol. 77, 2009, p. 283-306.

Edgeworth Corrections for Realized Volatility
Silvia Goncalves, Nour Meddahi
Econometric Reviews, vol. 27, 2008, p. 139-162.