Estimating betas from nonsynchronous data
- 31 December 1977
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 5 (3), 309-327
- https://doi.org/10.1016/0304-405x(77)90041-1
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Stock exchange seats as capital assetsJournal of Financial Economics, 1977
- A Subordinated Stochastic Process Model with Finite Variance for Speculative PricesEconometrica, 1973
- Some New Stock-Market IndexesThe Journal of Business, 1966
- Tomorrow on the New York Stock ExchangeThe Journal of Business, 1965