Time Aggregation and the Estimation of the Market Model: Empirical Evidence
Autor: | Cartwright, Phillip A., Lee, Cheng F. |
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Zdroj: | Journal of Business & Economic Statistics, 1987 Jan 01. 5(1), 131-143. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Cartwright, Phillip A., Lee, Cheng F. |
---|---|
Zdroj: | Journal of Business & Economic Statistics, 1987 Jan 01. 5(1), 131-143. |
Databáze: | JSTOR Journals |
Externí odkaz: |