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Correlations and volatilities of asynchronous data
Burns, Patrick; Engle, Robert F.; Mezrich, Joseph - 1997
Persistent link: https://www.econbiz.de/10000979045
Cover Image
Correlations and volatilities of asynchronous data
Burns, Patrick; Engle, Robert F.; Mezrich, Joseph - 1998
Persistent link: https://www.econbiz.de/10000988769
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Correlations and volatilities of asynchronous data
Burns, Patrick - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 7-18
Persistent link: https://www.econbiz.de/10001246679