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Dacorogna, Michel M.
2
Guillaume, Dominique M.
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Pictet, Olivier V.
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Muller, Ulrich A.
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Olsen Ltd.
Department of Economics, Oxford University
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On the intra-daily performance of GARCH processes
Guillaume, Dominique M.
;
Pictet, Olivier V.
;
Dacorogna, …
-
Olsen Ltd.
Persistent link: https://www.econbiz.de/10005793787
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2
Unveiling Non Linearities Through Time Scale Transformations
Guillaume, Dominique M.
;
Pictet, Olivier V.
;
Muller, …
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Olsen Ltd.
Persistent link: https://www.econbiz.de/10005742390
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