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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
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contributor
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Dijk, Dick van
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003754160
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Measuring volatility with the realized range
Martens, Martin
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contributor
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Dijk, Dick van
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003303567
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