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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 Jakob von Weizsäcker ()

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

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

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