Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Supplemental Material

Econometrica - Volume 77, Issue 1

Supplement to "Bootstrapping Realized Volatility"

This Appendix introduces some notation, provides auxiliary lemmas (and their proofs), and proves Proposition 4.2 and part c) of Proposition 4.3.

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