On measuring volatility of diffusion processes with high frequency data
| Year of publication: |
2002
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|---|---|
| Authors: | Barucci, Emilio ; Ren`o, Roberto |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 74.2002, 3, p. 371-378
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