Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
Thomas H. McInish and Robert A. Wood
| Year of publication: |
1991
|
|---|---|
| Authors: | McInish, Thomas H. |
| Other Persons: | Wood, Robert A. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 15.1991, 1, p. 193-206
|
| Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | USA | United States | 1984 |
| 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/10001100942