ID | 320162 |
Title Proper | Italian overnight market: microstructure effects, the martingale hypothesis and the payment system |
Language | ENG |
Author | Barucci, E ; Impenna, C ; Reno, R |
`In' analytical Note | In Zaffaroni, Paola: Gaussian inference on certain long range dependent volatility models. 2003.--(BI/GL/2003/472-475P3) |
Journal Source | In Zaffaroni, Paola: Gaussian inference on certain long range dependent volatility models. 2003.--(BI/GL/2003/472-475P3)
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