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2 research outputs found
Temporal aggregation of equity return time-series models
Author
Bai
Bollerslev
+30Â more
Bollerslev
Box
Campbell
Cox
Drost
Embrechts
Engle
Finkelstein
Franses
Granger
Graybill
Hardy
Hardy
Hardy
K.H. Wu
Klein
L.X. Zhang
Longley-Cook
Lévy
Meddahi
Nolan
Nolan
Nolan
S.H. Cheung
Timmermann
Tsay
W.S. Chan
Wei
Wilkie
Wilkie
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
Temporal Aggregation of Equity Return Time-Series Models
Author
L. X. Zhang
S. H. Cheung
Publication venue
Publication date
Field of study
No full text
total returns
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