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~isPartOf:"Journal of empirical finance"
~person:"Aldrich, Eric M."
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
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Aldrich, Eric M.
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A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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