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Dacorogna, Michel M.
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Guillaume, Dominique M.
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Pictet, Olivier V.
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Muller, Ulrich A.
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Olsen Ltd.
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
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International Monetary Fund (IMF)
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ISEG - School of Economics and Management, Department of Economics, University of Lisbon
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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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