Volatilities of different time resolutions -- Analyzing the dynamics of market components
| Year of publication: |
1997
|
|---|---|
| Authors: | Muller, Ulrich A. ; Dacorogna, Michel M. ; Dave, Rakhal D. ; Olsen, Richard B. ; Pictet, Olivier V. ; Weizsacker, Jacob E. von |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 4.1997, 2-3, p. 213-239
|
| Publisher: |
Elsevier |