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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Brandt, Michael W."
~person:"Li, Jia"
~subject:"High-frequency data"
~subject:"USA"
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Corsi, Fulvio
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
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Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
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2007
Persistent link: https://www.econbiz.de/10003419771
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