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

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

Research output: Contribution to journal › Article › Academic › peer-review

29 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	341-372
Number of pages	32
Journal	Journal of Financial Econometrics
Volume	7
Issue number	4
DOIs	https://doi.org/10.1093/jjfinec/nbp012
Publication status	Published - 2009

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title = "Range-based covariance estimation using high-frequency data: the realized co-range",

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AU - Bannouh, K (Karim)

AU - van Dijk, Dick

AU - Martens, MPE

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U2 - 10.1093/jjfinec/nbp012

DO - 10.1093/jjfinec/nbp012

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JO - Journal of Financial Econometrics

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