Measuring true stock index value in the presence of infrequent trading
Year of publication: |
1995
|
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Authors: | Jokivuolle, Esa |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 3, p. 455-464
|
Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Index-Futures | Index futures | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1992-1994 |
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