Time Aggregation, Autocorrelation, and Systematic Risk Estimates–Additive versus Multiplicative Assumptions
| Year of publication: |
1980
|
|---|---|
| Authors: | Chen, Son-Nan |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 15.1980, 01, p. 151-174
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |