A no-arbitrage approach to range-based estimation of return covariances and correlations:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9664 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 14 S. |
Internformat
MARC
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Datensatz im Suchindex
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| discipline_str_mv | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:41:26Z |
| indexdate | 2024-07-09T21:25:08Z |
| institution | BVB |
| language | English |
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| physical | 14 S. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | National Bureau of Economic Research |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Brandt, Michael W. Verfasser (DE-588)128773073 aut A no-arbitrage approach to range-based estimation of return covariances and correlations Michael W. Brandt ; Francis X. Diebold Cambridge, Mass. National Bureau of Economic Research 2003 14 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9664 Mathematisches Modell Capital assets pricing model Capital market Econometric markets Pricing Mathematical models Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9664 (DE-604)BV002801238 9664 http://papers.nber.org/papers/w9664.pdf kostenfrei Volltext |
| spellingShingle | Brandt, Michael W. Diebold, Francis X. 1959- A no-arbitrage approach to range-based estimation of return covariances and correlations National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Capital assets pricing model Capital market Econometric markets Pricing Mathematical models |
| title | A no-arbitrage approach to range-based estimation of return covariances and correlations |
| title_auth | A no-arbitrage approach to range-based estimation of return covariances and correlations |
| title_exact_search | A no-arbitrage approach to range-based estimation of return covariances and correlations |
| title_exact_search_txtP | A no-arbitrage approach to range-based estimation of return covariances and correlations |
| title_full | A no-arbitrage approach to range-based estimation of return covariances and correlations Michael W. Brandt ; Francis X. Diebold |
| title_fullStr | A no-arbitrage approach to range-based estimation of return covariances and correlations Michael W. Brandt ; Francis X. Diebold |
| title_full_unstemmed | A no-arbitrage approach to range-based estimation of return covariances and correlations Michael W. Brandt ; Francis X. Diebold |
| title_short | A no-arbitrage approach to range-based estimation of return covariances and correlations |
| title_sort | a no arbitrage approach to range based estimation of return covariances and correlations |
| topic | Mathematisches Modell Capital assets pricing model Capital market Econometric markets Pricing Mathematical models |
| topic_facet | Mathematisches Modell Capital assets pricing model Capital market Econometric markets Pricing Mathematical models |
| url | http://papers.nber.org/papers/w9664.pdf |
| volume_link | (DE-604)BV002801238 |
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