An edition of A no-arbitrage approach to range-based estimation of return covariances and correlations (2003)

A no-arbitrage approach to range-based estimation of return covariances and correlations

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A no-arbitrage approach to range-based estima ...
Michael W. Brandt, Michael W. ...
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Last edited by Open Library Bot
December 3, 2010 | History
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An edition of A no-arbitrage approach to range-based estimation of return covariances and correlations (2003)

A no-arbitrage approach to range-based estimation of return covariances and correlations

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
14

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Subjects

Capital assets pricing model, Capital market, Econometric markets, Mathematical models, Pricing
Edition Availability
Cover of: A no-arbitrage approach to range-based estimation of return covariances and correlations
A no-arbitrage approach to range-based estimation of return covariances and correlations
2003, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"April 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).

Published in
Cambridge, Mass
Series
NBER working paper series -- no. 9664., Working paper series (National Bureau of Economic Research) -- working paper no. 9664.

The Physical Object

Pagination
14 p. ;
Number of pages
14

ID Numbers

Open Library
OL17613079M
OCLC/WorldCat
52279719

Source records

Oregon Libraries MARC record

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History

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December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page