Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain et al.
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets - Basle Bank for International Settlements 2008 - 47 p. See BIS 332.15 MOE (Includes Acc Nos: 34500, 36781, 38741 to 38745)
Bond market
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets - Basle Bank for International Settlements 2008 - 47 p. See BIS 332.15 MOE (Includes Acc Nos: 34500, 36781, 38741 to 38745)
Bond market