A no-arbitrage approach to range-based estimation of return covariances and correlations
Michael W. Brandt; Francis X. Diebold
| Year of publication: |
2006
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|---|---|
| Authors: | Brandt, Michael W. ; Diebold, Francis X. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 1, p. 61-74
|
| Subject: | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003301931