A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
| Year of publication: |
2006
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|---|---|
| Authors: | Brandt, Michael W. ; Diebold, Francis X. |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 1, p. 61-74
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