Bootstrapping realized multivariate volatility measures
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Publication:528117
DOI10.1016/j.jeconom.2012.08.003zbMath1443.62344OpenAlexW2118294523MaRDI QIDQ528117
Nour Meddahi, Sílvia Gonçalves, Prosper Dovonon
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/14995/1/DGM1_290710.pdf
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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