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Estimating integrated volatility using absolute high-frequency returns
Ysusi, Carla - In: International journal of monetary economics and finance 1 (2008) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10003822455
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Detecting jumps in high-frequency financial series using multipower variation
Ysusi, Carla (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382273
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Estimating integrated volatility using absolute high-frequency returns
Ysusi, Carla (contributor) - 2006
Persistent link: https://www.econbiz.de/10003404351
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Multipower variation under market microstructure effects
Ysusi, Carla (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564354