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National Bureau of Economic Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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