dc.contributor.author | Harris, Richard D. F. | en_GB |
dc.contributor.author | Yilmaz, Fatih | en_GB |
dc.contributor.department | University of Exeter; Bank of America | en_GB |
dc.date.accessioned | 2008-04-02T10:50:09Z | en_GB |
dc.date.accessioned | 2011-01-25T10:28:11Z | en_GB |
dc.date.accessioned | 2013-03-20T11:08:32Z | |
dc.date.issued | 2007-10 | en_GB |
dc.identifier.uri | http://hdl.handle.net/10036/22116 | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Exeter, Xfi Centre for Finance and Investment | en_GB |
dc.relation.ispartofseries | Working Paper | en_GB |
dc.relation.ispartofseries | 07/11 | en_GB |
dc.relation.url | http://www.xfi.ex.ac.uk/workingpapers/0711.pdf | en_GB |
dc.subject | Estimation of the Conditional variance-covariance matrix of returns | en_GB |
dc.subject | Intraday range | en_GB |
dc.subject | Exponentially weighted moving average | en_GB |
dc.subject | EWMA | en_GB |
dc.title | Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range | en_GB |
dc.type | Working Paper | en_GB |
dc.date.available | 2008-04-02T10:50:09Z | en_GB |
dc.date.available | 2011-01-25T10:28:11Z | en_GB |
dc.date.available | 2013-03-20T11:08:32Z | |
dc.identifier.issn | 1743-548X | en_GB |