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A Gaussian calculus for inference from high frequency data
Mykland, Per A.
- In:
Annals of finance
8
(
2012
)
2/3
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pp. 235-258
Persistent link: https://www.econbiz.de/10009548091
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Implied and realized volatility : empirical model selection
Zhang, Lan
- In:
Annals of finance
8
(
2012
)
2/3
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pp. 259-275
Persistent link: https://www.econbiz.de/10009548090
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