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Range-based covariance estimation using high-frequency data: The realized co-range
Bannouh, K. / Martens, M.P.E. / van Dijk, D.J.C.
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Range-based covariance estimation using high-frequency data: The realized co-range

Paper2008

by Bannouh, K., Martens, M.P.E., van Dijk, D.J.C.

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