An econometric analysis of nonsynchronous trading
Year of publication: |
1990
|
---|---|
Authors: | Lo, Andrew W. |
Other Persons: | MacKinlay, Archie Craig (contributor) |
Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 181-211
|
Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Theorie | Theory |
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