Volatilities of different time resolutions -- Analyzing the dynamics of market components

Ulrich A. Muller, Michel Dacorogna, Rakhal D. Dave, Richard Olsen (), Olivier V. Pictet and Jacob E. von Weizsacker

Journal of Empirical Finance, 1997, vol. 4, issue 2-3, pages 213-239

Date: 1997
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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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