@misc{BrandtDiebold2004,
  author    = {Michael W. Brandt and Francis X. Diebold},
  title     = {A no-arbitrage approach to range-based estimation of return covariances and correlations},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2004,07},
  number    = {This Draft: March 2002},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2004, 07},
  type      = {workingpaper},
  year        = {2004},
}