@article{CRMATH_2002__334_6_505_0,
     author = {Paul Malliavin and Maria Elvira Mancino},
     title = {Instantaneous liquidity rate, its econometric measurement by volatility feedback},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {505--508},
     publisher = {Elsevier},
     volume = {334},
     number = {6},
     year = {2002},
     doi = {10.1016/S1631-073X(02)02297-5},
     language = {en},
}