Non-linear Dependence in Stock Returns: Does Trading Frequency Matter?

✍ Scribed by Pradeep K. Yadav; Krishna Paudyal; Peter F. Pope

• Book ID: 108567803
• Publisher: John Wiley and Sons
• Year: 1999
• Tongue: English
• Weight: 154 KB
• Volume: 26
• Category: Article
• ISSN: 0306-686X
• DOI: 10.1111/1468-5957.00270