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Faculty of Environment, Science and Economy
Finance and Accounting
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Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range
Harris, Richard D. F.
;
Yilmaz, Fatih
Date: 1 October 2007
http://hdl.handle.net/10036/22116
0711.pdf (PDF, 132.4Kb)
Working Paper
Publisher
University of Exeter, Xfi Centre for Finance and Investment
Related links
http://www.xfi.ex.ac.uk/workingpapers/0711.pdf
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Finance and Accounting
Faculty of Environment, Science and Economy
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