@inproceedings{inproceedings84341747,
title   = {Estimation of daily volatility with high frequency data: application to Ibovespa vaR computation},
author = {Berti, Alberto Foltran and Morettin, Pedro Alberto},
year = {2005},
publisher = {IME-USP},
booktitle   = {Brazilian Conference on Statistical Modelling in Insurance and Finance}
}