A response surface analysis of critical values for the lead‐lag ratio with application to high frequency and non‐synchronous financial data
| Year of publication: |
2019
|
|---|---|
| Authors: | O'Neill, Michael ; Rajaguru, Gulasekaran |
| Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 60.2019, 4 (16.10.), p. 3979-3990
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/acfi.12546 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012190443