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Dacorogna, Michel M.
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Unveiling Non Linearities Through Time Scale Transformations
Guillaume, Dominique M.
;
Pictet, Olivier V.
;
Muller, …
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Olsen Ltd.
Persistent link: https://www.econbiz.de/10005742390
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On the intra-daily performance of GARCH processes
Guillaume, Dominique M.
;
Pictet, Olivier V.
;
Dacorogna, …
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Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793787
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