Time Aggregation and the Estimation of the Market Model: Empirical Evidence.
| Year of publication: |
1987
|
|---|---|
| Authors: | Cartwright, Phillip A ; Lee, Cheng F |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 5.1987, 1, p. 131-43
|
| Publisher: |
American Statistical Association |