ESTIMATING BETAS FROM NONSYNCHRONOUS DATA

[1] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[2] COHEN K, 1977, 199 DUK U GRAD SCH B

[3] TOMORROW ON THE NEW-YORK STOCK-EXCHANGE [J]. JOURNAL OF BUSINESS, 1965, 38 (03) : 285 - 299

[4] SOME NEW STOCK-MARKET INDEXES [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 191 - &

[5] MERTON R, 1973, ECONOMETRICA, V16, P868

[6] *NY STOCK EXCH, 1976, JUL MONTHL MEM

[7] STOCK-EXCHANGE SEATS AS CAPITAL ASSETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) : 51 - 78

[1] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[2] COHEN K, 1977, 199 DUK U GRAD SCH B

[3] TOMORROW ON THE NEW-YORK STOCK-EXCHANGE [J]. JOURNAL OF BUSINESS, 1965, 38 (03) : 285 - 299

[4] SOME NEW STOCK-MARKET INDEXES [J]. JOURNAL OF BUSINESS, 1966, 39 (01) : 191 - &

[5] MERTON R, 1973, ECONOMETRICA, V16, P868

[6] *NY STOCK EXCH, 1976, JUL MONTHL MEM

[7] STOCK-EXCHANGE SEATS AS CAPITAL ASSETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) : 51 - 78