共 50 条
- [3] A transactions data analysis of nonsynchronous trading REVIEW OF FINANCIAL STUDIES, 1999, 12 (03): : 609 - 630
- [4] Copula Estimation for Nonsynchronous Financial Data SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2023, 85 (SUPPL 1): : 116 - 149
- [8] NONSYNCHRONOUS DATA AND THE COVARIANCE-FACTOR STRUCTURE OF RETURNS JOURNAL OF FINANCE, 1987, 42 (02): : 221 - 231