Range-based covariance estimation using high-frequency data: the realized co-range

K (Karim) Bannouh, Dick van Dijk, MPE Martens

Research output: Contribution to journalArticleAcademicpeer-review

27 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)341-372
Number of pages32
JournalJournal of Financial Econometrics
Volume7
Issue number4
DOIs
Publication statusPublished - 2009

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