𝔖 Bobbio Scriptorium
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From measure changes to time changes in asset pricing

✍ Scribed by Hélyette Geman


Book ID
116614609
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
264 KB
Volume
29
Category
Article
ISSN
0378-4266

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## Abstract The extent to which a greater proportion of small behavior changes could be detected with momentary time‐sampling (MTS) was evaluated by (a) combining various interval sizes of partial‐interval recording (PIR) with 20 s, 30 s, 1 min MTS and (b) using variable interval sizes of MTS that