Stochastic Volatility and Transaction Time: an Activity-Based Volatility Estimator.

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Serval ID
serval:BIB_16222
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Stochastic Volatility and Transaction Time: an Activity-Based Volatility Estimator.
Journal
The Journal of Risk
Author(s)
Ane T
Publication state
Published
Issued date
2000
OAI-PMH
oai:serval.unil.ch:BIB_16222
Create date
19/11/2007 10:37
Last modification date
20/08/2019 13:45
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