Department of Economics and Business Economics

Bootstrapping pre-averaged realized volatility under market microstructure noise

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Documents

DOI

  • Ulrich Hounyo
  • Sílvia Gonçalves, University of Western Ontario, Canada
  • Nour Meddahi, Toulouse School of Economics, France
Original languageEnglish
JournalEconometric Theory
Volume33
Issue4
Pages (from-to)791-838
Number of pages48
ISSN0266-4666
DOIs
Publication statusPublished - 2017

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