%0 Journal Article %1 Gerhard2002 %A Gerhard, Frank %A Hautsch, Nikolaus %D 2002 %J Journal of Empirical Finance %K High-frequency data %N 1 %P 57--89 %T Volatility estimation on the basis of price intensities %U http://www.sciencedirect.com/science/article/B6VFG-448RH36-1/1/76d91668410377109b656989c7d1f8a4 %V 9

@article{Gerhard2002, added-at = {2008-04-23T22:05:04.000+0200}, author = {Gerhard, Frank and Hautsch, Nikolaus}, biburl = {https://www.bibsonomy.org/bibtex/2513fa43553573bc67b37d17690c6c969/smicha}, interhash = {8ea129198ce37d8aaebb271f4cc8d323}, intrahash = {513fa43553573bc67b37d17690c6c969}, journal = {Journal of Empirical Finance}, keywords = {High-frequency data}, month = Jan, number = 1, pages = {57--89}, timestamp = {2008-04-23T22:15:08.000+0200}, title = {Volatility estimation on the basis of price intensities}, url = {http://www.sciencedirect.com/science/article/B6VFG-448RH36-1/1/76d91668410377109b656989c7d1f8a4}, volume = 9, year = 2002 }