Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range

✍ Scribed by Bannouh, K.; van Dijk, D.; Martens, M.

• Book ID: 124055227
• Publisher: Oxford University Press
• Year: 2009
• Tongue: English
• Weight: 873 KB
• Volume: 7
• Category: Article
• ISSN: 1479-8409
• DOI: 10.1093/jjfinec/nbp012