Bootstrapping realized multivariate volatility measures - Dovonon, Prosper; Gonçalves, Sílvia; Meddahi, Nour (Journal of econometrics, 2013)
Keywords: Asymptotic methods; Bootstrap; Bootstrap mechanism; Bootstrap method; Coefficient of correlation; correlation; covariance; econometrics; Edgeworth expansions; heteroskedasticity; Multivariate analysis; Realized beta; Realized correlation; Realized regression; Regression analysis; Stochastic processes; Studies; Volatility; Edgeworth expansions; C12; C15; C14; Bootstrap; Realized correlation; Realized regression; Realized beta