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