Estimating integrated volatility using absolute high-frequency returns
Carla Ysusi
| Year of publication: |
2008
|
|---|---|
| Authors: | Ysusi, Carla |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 24760109. - Vol. 1.2008, 2, p. 177-200
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009925153