On measuring volatility of diffusion processes with high frequency data
- 1 February 2002
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 74 (3) , 371-378
- https://doi.org/10.1016/s0165-1765(01)00572-9
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
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