The time–covariance function: Properties and application
- 31 December 1979
- journal article
- Published by Elsevier in Economics Letters
- Vol. 2 (3) , 235-238
- https://doi.org/10.1016/0165-1765(79)90028-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic RiskJournal of Financial and Quantitative Analysis, 1980
- THE TIME‐VARIANCE RELATIONSHIP: EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNSThe Journal of Finance, 1977
- Random Walk of Stock Prices: A Test of the Variance-Time FunctionEconometrica, 1971