Measuring and modeling systematic risk in factor pricing models using high-frequency data
| Year of publication: |
2003
|
|---|---|
| Authors: | Bollerslev, Tim ; Zhang, Benjamin Y. B. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 10.2003, 5, p. 533-558
|
| Publisher: |
Elsevier |