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~institution:"Rodney L. White Center for Financial Research"
~subject:"ARCH model"
~subject:"Multivariate distribution"
~subject:"Schätzung"
~subject:"Theory"
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
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