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The empirical properties of alternative procedures for estimating betas with nonsynchronous data

W. K. H. Fung

Publication Data

Title The empirical properties of alternative procedures for estimating betas with nonsynchronous data
Author W. K. H. Fung
Publisher Department of Management Sciences, University of Manchester Institute of Science and Technology
Publication date 1981
Publication location Manchester
Language English

Topics

Stocks :: Prices
Econometrics

Catalogue Data

OBNB ID GB8118010
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.632220724

ISBD

P1053 11,8p.
P1042 Bibliography: p11.

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The empirical properties of alternative procedures for estimating betas with nonsynchronous data by W. K. H. Fung. Published by Department of Management Sciences, University of Manchester Institute of Science and Technology in 1981. Publication and catalogue information, links to buy online and reader comments.