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~person:"Abadir, Karim Maher"
~person:"Bannouh, Karim"
~person:"Küchler, Uwe"
~type:"article"
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Abadir, Karim Maher
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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2
Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
Saved in:
3
Coherent risk measures and good-deal bounds
Jaschke, Stefan R.
;
Küchler, Uwe
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 181-200
Persistent link: https://www.econbiz.de/10001571488
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