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An Econometric Analysis of Nonsynchronous Trading

By Lo, Andrew W. (Andrew Wen-Chuan)

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Book Id: WPLBN0001662040
Format Type: PDF eBook
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Reproduction Date: 2010
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Title: An Econometric Analysis of Nonsynchronous Trading  
Author: Lo, Andrew W. (Andrew Wen-Chuan)
Volume:
Language: English
Subject: Time Series, Commercial Econometrics, Econometrics
Collections: American Libraries Collection
Historic
Publication Date:
1989
Publisher: Cambridge, M.A.; Alfred P. Sloan School of Management, Massachusetts Institute of Technology

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W. (Andrew Wen Chuan, L. A., Of Management, S. S., & Craig, 195, M. A. (1989). An Econometric Analysis of Nonsynchronous Trading. Retrieved from http://worldebookfair.com/


Description
Includes bibliographical references ; Research support from the Geewax-Terker Research Fund, the John M. Olin Fellowship at the NBER and the National Science Foundation

Summary
Massachusetts Institute of Technology (MIT) Libraries

 

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