A response surface analysis of critical values for the lead‐lag ratio with application to high frequency and non‐synchronous financial data
Year of publication: |
2019
|
---|---|
Authors: | O'Neill, Michael ; Rajaguru, Gulasekaran |
Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 60.2019, 4 (16.10.), p. 3979-3990
|
Publisher: |
Wiley |
Saved in:
Online Resource
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