A no-arbitrage approach to range-based estimation of return covariances and correlations:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9664 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 14 S. |
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| indexdate | 2025-05-23T16:08:51Z |
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| 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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