Is volatility lognormal? Evidence from Italian futures (Q1867951)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is volatility lognormal? Evidence from Italian futures |
scientific article |
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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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