Giuseppe Curci

Universita di Pisa - Department of Physics

Lungarno Pacinotti, 43

Pisa PI, 56126

Italy

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Scholarly Papers (1)

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Discrete Sine Transform for Multi-Scales Realized Volatility Measures

Number of pages: 28 Posted: 19 Jan 2005
Giuseppe Curci and Fulvio Corsi
Universita di Pisa - Department of Physics and University of Pisa - Department of Economics
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Citation 6

Abstract:

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High frequency data, realized volatility, market microstructure, bias correction