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Wild multiplicative bootstrap for M and GMM estimators in time series
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012176455
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
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