Article in a refereed journal:

Prosper Donovon, Silvia Goncalves and Nour Meddahi, "Bootstrapping Realized Multivariate Volatility Measures", Journal of Econometrics, vol. 172, n. 1, January 2013, p. 49-65.

TSE Research Groups

Econometrics and Statistics
Finance

Thèmes de recherche SCOR

Econometrics