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Bannouh, Karim

 

Erasmus University Rotterdam (EUR) - Department of Econometrics


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 HOME PAGE: http://people.few.eur.nl/bannouh/
 email address
 PhD Candidate
 

ERIM


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 email address

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. Bannouh, Karim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
202
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Realized Mixed-Frequency Factor Models for Vast Dimensional Covariance Estimation | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2012-017-F&A
Working Paper Series
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
Oomen, Roel C. A.
Deutsche Bank AG
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
24 Oct 12
137
(123,467)
4

2.  
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Posted:
26 Oct 12
65
(203,971)
 

3.  
Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range | Show Abstract |
Journal of Financial Econometrics, Vol. 7, Issue 4, pp. 341-372, 2009
Accepted Paper Series
Bannouh, Karim
Erasmus University Rotterdam (EUR) - Department of Econometrics
van Dijk, Dick J. C.
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Martens, Martin
Erasmus University Rotterdam
Posted:
09 Oct 09
 


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