Time transformations, intraday data, and volatility models
| Authors: | GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
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| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Computational Finance, 4(2), 31-62, 2001 Number 1500 |
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