Is volatility lognormal? Evidence from Italian futures (Q1867951)
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scientific article; zbMATH DE number 1900418
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Is volatility lognormal? Evidence from Italian futures |
scientific article; zbMATH DE number 1900418 |
Statements
Is volatility lognormal? Evidence from Italian futures (English)
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23 April 2003
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Fourier analysis
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tick-by-tick transactions
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0.7143038511276245
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0.7117211818695068
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0.7095648050308228
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0.7091360092163086
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