Range-based covariance estimation using high-frequency data : the realized co-range
Karim Bannouh; Dick\van Dijk; Martin Martens
| Year of publication: |
2009
|
|---|---|
| Authors: | Bannouh, Karim ; Dijk, Dick van ; Martens, Martin |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 4, p. 341-372
|
| Subject: | Korrelation | Correlation | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003907520