On the intra-daily performance of GARCH processes
| Authors: | Guillaume, Dominique M. ; Pictet, Olivier V. ; Dacorogna, Michel M. |
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| Institutions: | Olsen Ltd. |
| Extent: | application/postscript |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series internal document DMG. Number 1994-07-31 |
| Source: |
Persistent link: https://www.econbiz.de/10005793787