# Bootstrap data in order to get an estimate of the variance

I have a return series of 60 obs. From this returns I compute a non parametric measure. What is the best way in your opinion to get a consistent estimate of the variance of this measure?

I did it in this way: I compute a number of X block bootstrap (to take into account of returns dependence) and then for each bootstrap a compute the measure than I get X measure and I compute the variance. It is correct?

-