An econometric analysis of nonsynchronous trading
| Year of publication: |
1990
|
|---|---|
| Authors: | Lo, Andrew W. ; Craig MacKinlay, A. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 45.1990, 1-2, p. 181-211
|
| Publisher: |
Elsevier |