An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
| Year of publication: |
2002
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|---|---|
| Authors: | Wang, Kai-Li ; Fawson, Chris ; Barrett, Christopher B. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 19.2002, 2, p. 111-130
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