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Bootstrapping pre-averaged realized volatility under market microstructure noise. (2013). Meddahi, Nour ; Goncalves, Silvia ; Hounyo, Ulrich.
In: CREATES Research Papers.
RePEc:aah:create:2013-28.

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Cited: 2

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Cites: 27

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Cocites: 50

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Citations

Citations received by this document

  1. Validity of Edgeworth expansions for realized volatility estimators. (2015). Veliyev, Bezirgen ; Hounyo, Ulrich.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-21.

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  2. The wild tapered block bootstrap. (2014). Hounyo, Ulrich.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-32.

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References

References cited by this document

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