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

Research output: Contribution to journal › Article (Academic Journal) › peer-review

14 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	180-194
Number of pages	15
Journal	International Journal of Forecasting
Volume	26
Issue number	1
Publication status	Published - 2010

Handle.net

@article{aa552547192b412c839bde0728652bf6,

title = "Estimation of the conditional variance--covariance matrix of returns using the intraday range",

author = "Harris, \{Richard DF\} and Fatih Yilmaz",

year = "2010",

language = "Undefined/Unknown",

volume = "26",

pages = "180--194",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier B.V.",

number = "1",

}