2001•SSRN Electronic JournalOpen access

Consistent High-Precision Volatility from High-Frequency Data

Fulvio Corsi, Gilles Zumbach, Ulrich Müller, Michel M. Dacorogna

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Key concepts: High frequency ultrasound, High-frequency trading, High dimensional, Volatility (finance), High resolution, Econometrics, Computer science, Business

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