Media type: E-Book Title: Bootstrapping pre-averaged realized volatility under market microstructure noise Contributor: Hounyo, Ulrich [Author]; Gonçalves, Sílvia [Author]; Meddahi, Nour [Author] Published: [Toulouse]: IDEI, Institut d'économie industrielle, May 2017 Published in: Institut d'Économie Industrielle: IDEI working papers ; 869 Extent: 1 Online-Ressource (circa 48 Seiten); Illustrationen Language: English Keywords: Block bootstrap ; high frequency data ; market microstructure noise ; preaveraging ; realized volatility ; wild bootstrap ; Arbeitspapier ; Graue Literatur Origination: Footnote: Access State: Open Access