Narrow search
Showing 1 - 3 of 3
Cover Image
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Cover Image
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
Cover Image
Using irregulary spaced returns to estimate multi-factor models : applications to Brazilian equity data
Veiga, Alvaro; Souza, Leonardo Rocha - In: The European journal of finance 12 (2006) 6/7, pp. 605-626
Persistent link: https://www.econbiz.de/10003382857