An Econometric Analysis of Nonsynchronous Trading

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

Book Id: WPLBN0001662040
Format Type: PDF eBook:
File Size: 0.1 MB
Reproduction Date: 2010

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


Citation APA MLA Chicago Andrew W. (Andrew Wen Chuan, B. L., Of Management, S. S., & Craig, 195, M. A. (1989). An Econometric Analysis of Nonsynchronous Trading. Retrieved from http://gutenberg.cc/

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