INTERTEMPORAL CROSS-DEPENDENCE IN SECURITIES DAILY RETURNS AND THE SHORT-RUN INTERVALING EFFECT ON SYSTEMATIC RISK.

Autor:	Hawawini, Gabriel A.1
Zdroj:	Journal of Financial & Quantitative Analysis. Mar1980, Vol. 15 Issue 1, p139-149. 11p.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu