Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range
2009 ◽
Vol 7
(4)
◽
pp. 341-372
◽
Keyword(s):
2010 ◽
Vol 38
(1)
◽
pp. 23-45
◽
Keyword(s):
Keyword(s):
2006 ◽
Vol 5
(1)
◽
pp. 68-104
◽
Keyword(s):
Keyword(s):