Items where Author is "Mattiussi, V."
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Monograph
Mattiussi, V. & Iori, G. (2006). Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis (06/09). London, UK: Department of Economics, City University London.
Thesis
Mattiussi, V. (2010). Non parametric Estimation of high-frequency Volatility and Correlation Dynamics. (Unpublished Doctoral thesis, City University London)