Temporal aggregation of financial time series in Taylor's model
Takeaki Kariya and Yoshihiko Tsukuda
(Discussion paper series / Institute of Economic Research, Hitotsubashi University, A No.226)
Institute of Economic Research, Hitotsubashi University, 1990
"April 1990"
Bibliography: l. 12
Institute of Economic Research, Hitotsubashi University
Institute of Economic Research, Hitotsubashi University