✦ LIBER ✦

Consistent High-precision Volatility from High-frequency Data

✍ Scribed by Fulvio Corsi; Gilles Zumbach; Ulrich A. Muller; Michel M. Dacorogna

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On measuring volatility of diffusion pro

✍ Emilio Barucci; Roberto Renò 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 92 KB

Repetitive waveform high frequency, high

✍ Gyles, C. 📂 Article 📅 1989 🏛 IEEE 🌐 English ⚖ 314 KB

High-precision high-coverage functional

✍ Bolan Linghu; Evan S Snitkin; Dustin T Holloway; Adam M Gustafson; Yu Xia; Charl 📂 Article 📅 2008 🏛 BioMed Central 🌐 English ⚖ 657 KB

Capacitive high-precision frequency mete

✍ L. N. Byzov; B. A. Kaznacheev 📂 Article 📅 1967 🏛 Springer US 🌐 English ⚖ 252 KB

Volatility forecasting from multiscale a

✍ Valeriy V. Gavrishchaka; Supriya B. Ganguli 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 359 KB

Critical exponents from high-precision a

✍ Đ. Drobac 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 482 KB