Volatility estimation on the basis of price intensities

Frank Gerhard and Nikolaus Hautsch

Journal of Empirical Finance, 2002, vol. 9, issue 1, 57-89

Date: 2002
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Working Paper: Volatility Estimation on the Basis of Price Intensities (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:9:y:2002:i:1:p:57-89

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