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  • Alain Chaboud

Alain Chaboud

Research papers

Date Research papers
Mar 2008

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Working Papers No 249

Other authors: Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan
Aug 2002

Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading

BIS Papers No 12

Other authors: Steven Weinberg

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