PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Consistent High-precision Volatility from High-frequency Data
| Year of publication: |
2001
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|---|---|
| Authors: | Corsi, Fulvio ; Zumbach, Gilles ; Müller, Ulrich A. ; Dacorogna, Michel M. |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 30.2001, 2, p. 183-204
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