Volatility estimation on the basis of price intensities
| Year of publication: |
2002
|
|---|---|
| Authors: | Gerhard, Frank ; Hautsch, Nikolaus |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 1, p. 57-89
|
| Publisher: |
Elsevier |