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 Thematic Groups

Econometrics and Empirical Economics
Finance

Research programs

SCOR CHAIR "Market Risk and Value Creation": Econometrics