Volatilities of different time resolutions — Analyzing the dynamics of market components

Journal of Empirical Finance - Tập 4 - Trang 213-239 - 1997
Ulrich A. Müller1, Michel M. Dacorogna1, Rakhal D. Davé1, Richard B. Olsen1, Olivier V. Pictet1, Jacob E. von Weizsäcker2
1Olsen and Associates, Research Institute for Applied Economics, Seefeldstrasse 233, CH-8008 Zurich, Switzerland
2Ecole Normale Supérieure de Lyon, Allée d'Holie 46, F-69007 Lyon, France

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