Osiewalski, Krzysztof; Osiewalski, Jacek - In: Central European Journal of Economic Modelling and … 4 (2012) 3, pp. 169-197
Often daily prices on different markets are not all observable. The question is whether we should exclude from modelling the days with prices not available on all markets (thus loosing some information and implicitly modifying the time axis) or somehow complete the missing (non-existing) prices....