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The Rodney L. White Center for Financial Research a No-arbitrage Approach to Range-based Estimation of Return Covariances and Correlations *

Joel Hasbrouck, W. Brandt, Neil Shephard, 2022 .

Evaluating and Comparing Possibly Misspeci ed Forecasts

Andrew J. Patton, D. Croushore, Tim Bollerslev, 2015 .