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Proceedings of the Bank of Canada/IFC Workshop on "Data requirements for analysing the stability and vulnerability of mature financial systems", Ottawa, June 2005

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  • Irving Fisher Committee

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  • Irving Fisher Committee, 2005. "Proceedings of the Bank of Canada/IFC Workshop on "Data requirements for analysing the stability and vulnerability of mature financial systems", Ottawa, June 2005," IFC Bulletins, Bank for International Settlements, number 23.
    • Handle: RePEc:bis:bisifb:23
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    References listed on IDEAS

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    1. Neil Shephard & Ole E. Barndorff-Nielsen & Department of Mathematical Sciences & University of Aarhus & Denmark, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Series Working Papers 240, University of Oxford, Department of Economics.
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