Range-Based Covariance Estimation Using High-Frequency Data : The Realized Co-Range
Year of publication: |
2010
|
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Authors: | Bannouh, Karim |
Other Persons: | van Dijk, Dick J. C. (contributor) ; Martens, Martin (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Systematischer Fehler | Bias | Statistische Verteilung | Statistical distribution | Maßzahl | Statistical measures | Monte-Carlo-Simulation | Monte Carlo simulation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 341-372, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Fall 2009 erstellt Volltext nicht verfügbar |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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