An econometric analysis of nonsynchronous trading
Andrew W. Lo ; A. Craig MacKinlay
| Year of publication: |
1990
|
|---|---|
| Authors: | Lo, Andrew W. |
| Other Persons: | MacKinlay, Archie Craig (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 181-211
|
| Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Theorie | Theory |
| Series: | |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001332075