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dc.contributor.authorHarris, Richard D. F.en_GB
dc.contributor.authorYilmaz, Fatihen_GB
dc.contributor.departmentUniversity of Exeter; Bank of Americaen_GB
dc.date.accessioned2008-04-02T10:50:09Zen_GB
dc.date.accessioned2011-01-25T10:28:11Zen_GB
dc.date.accessioned2013-03-20T11:08:32Z
dc.date.issued2007-10en_GB
dc.identifier.urihttp://hdl.handle.net/10036/22116en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Exeter, Xfi Centre for Finance and Investmenten_GB
dc.relation.ispartofseriesWorking Paperen_GB
dc.relation.ispartofseries07/11en_GB
dc.relation.urlhttp://www.xfi.ex.ac.uk/workingpapers/0711.pdfen_GB
dc.subjectEstimation of the Conditional variance-covariance matrix of returnsen_GB
dc.subjectIntraday rangeen_GB
dc.subjectExponentially weighted moving averageen_GB
dc.subjectEWMAen_GB
dc.titleEstimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Rangeen_GB
dc.typeWorking Paperen_GB
dc.date.available2008-04-02T10:50:09Zen_GB
dc.date.available2011-01-25T10:28:11Zen_GB
dc.date.available2013-03-20T11:08:32Z
dc.identifier.issn1743-548Xen_GB


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