On measuring volatility of diffusion processes with high frequency data
Year of publication: |
2002
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---|---|
Authors: | Barucci, Emilio ; Reno, Roberto |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 74.2002, 3, p. 371-378
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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