Time Aggregation and the Estimation of the Market Model: Empirical Evidence

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:	https://www.jstor.org/stable/1391223 Zobrazit plný text záznamu