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Search: subject_exact:"Time lag"
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
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Do long-memory models have long memory?
Eklund, Bruno
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1998
Persistent link: https://www.econbiz.de/10000984772
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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik
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1997
Persistent link: https://www.econbiz.de/10000971375
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On the Damodaran estimator of price adjustment coefficients
Säfvenblad, Patrik
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1997
Persistent link: https://www.econbiz.de/10000976835
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