Correlations and Volatilities of Asynchronous Data
- 31 May 1998
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 5 (4) , 7-18
- https://doi.org/10.3905/jod.1998.408000
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Multivariate Simultaneous Generalized ARCHEconometric Theory, 1995
- The size and power of the variance ratio test in finite samplesJournal of Econometrics, 1989
- Estimating betas from nonsynchronous dataJournal of Financial Economics, 1977