Time Aggregation and the Estimation of the Market Model: Empirical Evidence.
Year of publication: |
1987
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Authors: | Cartwright, Phillip A ; Lee, Cheng F |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 5.1987, 1, p. 131-43
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Publisher: |
American Statistical Association |
Saved in:
Saved in favorites
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