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Volatilities of different time resolutions -- Analyzing the dynamics of market components
Muller, Ulrich A.; Dacorogna, Michel M.; Dave, Rakhal D.; … - In: Journal of Empirical Finance 4 (1997) 2-3, pp. 213-239
Persistent link: https://www.econbiz.de/10005152387
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The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe; Dacorogna, Michel M.; Hopman, Carl M. - In: Journal of Empirical Finance 6 (1999) 5, pp. 479-513
Persistent link: https://www.econbiz.de/10005199039