Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 1413 | 12575
Number of items: 2.

1413

Hurvich, Cliiford and Wang, Yi (2006): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects.

12575

Hurvich, Clifford and Wang, Yi (2009): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects. Forthcoming in: Journal of Business and Economic Statistics

This list was generated on Fri Oct 4 07:43:27 2024 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.