Volatility Estimation on the Basis of Price Intensities

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GERHARD, Frank, Nikolaus HAUTSCH, 1999. Volatility Estimation on the Basis of Price Intensities

@techreport{Gerhard1999Volat-11759, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Volatility Estimation on the Basis of Price Intensities}, year={1999}, number={1999/19}, author={Gerhard, Frank and Hautsch, Nikolaus} }

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