"Temporal aggregation of equity return time-series models."

W. S. Chan et al. (2008)

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DOI: 10.1016/J.MATCOM.2008.01.010

access: closed

type: Journal Article

metadata version: 2020-03-04

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W. S. Chan, Siu Hung Cheung, Li-Xin Zhang, K. H. Wu:
Temporal aggregation of equity return time-series models. Math. Comput. Simul. 78(2-3): 172-180 (2008)

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