Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
- 1 March 1980
- journal article
- Published by JSTOR in Journal of Financial and Quantitative Analysis
- Vol. 15 (1) , 139
- https://doi.org/10.2307/2979023
Abstract
No abstract availableKeywords
This publication has 0 references indexed in Scilit: