Consistent high-precision volatility from high-frequency data

Economic Notes

Volumn 30, Issue 2, 2001, Pages 183-204

  Corsi, Fulvio ^a   Zumbach, Gilles ^a   Müller, Ulrich A ^a   Dacorogna, Michel M ^b  

^a Olsen Ltd   (Switzerland)

^b Zurich Re   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041404541     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2001.00053.x     Document Type: Article

References (21)

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