Dovonon, P., Gonçalves, S., & Meddahi, N. (2013). Bootstrapping realized multivariate volatility measures. Journal of econometrics, 172(1), 49-65. https://doi.org/10.1016/j.jeconom.2012.08.003
Chicago Style (17th ed.) CitationDovonon, Prosper, Sílvia Gonçalves, and Nour Meddahi. "Bootstrapping Realized Multivariate Volatility Measures." Journal of Econometrics 172, no. 1 (2013): 49-65. https://doi.org/10.1016/j.jeconom.2012.08.003.
MLA (9th ed.) CitationDovonon, Prosper, et al. "Bootstrapping Realized Multivariate Volatility Measures." Journal of Econometrics, vol. 172, no. 1, 2013, pp. 49-65, https://doi.org/10.1016/j.jeconom.2012.08.003.
Warning: These citations may not always be 100% accurate.