Estimation of the conditional variance--covariance matrix of returns using the intraday range

Richard DF Harris, Fatih Yilmaz

Research output: Contribution to journalArticle (Academic Journal)peer-review

Original languageUndefined/Unknown
Pages (from-to)180-194
Number of pages15
JournalInternational Journal of Forecasting
Volume26
Issue number1
Publication statusPublished - 2010

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