City Research Online

Items where Author is "Peter Boswijk, H."

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Publication Type | No Grouping
Jump to: Article
Number of items: 1.

Article

Zu, Y. and Peter Boswijk, H. (2014). Estimating spot volatility with high-frequency financial data. Journal of Econometrics, 181(2), pp. 117-135. doi: 10.1016/j.jeconom.2014.04.001

This list was generated on Tue Oct 22 04:50:09 2019 UTC.