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ERIM report series research in management
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
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2012
Persistent link: https://www.econbiz.de/10009664660
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Realized mixed-frequency factor models for vast dimensional covariance estimation
Bannouh, Karim
;
Martens, Martin
;
Oomen, Roel
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664664
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