City Research Online

Items where Author is "Mattiussi, V."

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Number of items: 2.

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 (Unpublished Doctoral thesis, City University London)

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