Zip file contains data and programs to show the estimation and bootstrap used in Grammig, Melvin, Schlag  
"Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects", 
Journal of Empirical Finance, January 2005, pages 139-164).

bootdcx.prg: GAUSS program (frontend) that performs estimation and bootstrap
ci_procs.src: GAUSS procedures for estimation and bootstrapping (and more)
auxils.src: auxiliary GAUSS procedures invoked by bootdcx.prg dcxnyr10.dat and dcxnyr10.dht: GAUSS Data for DCX stock
reamde.txt: this file

Copy files on a directory, make it active directory in GAUSS. Program should run with any GAUSS version.