haku: @indexterm STOCK PRICES / yhteensä: 12
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| Tekijä: | Harris, L. |
| Otsikko: | Estimation of stock price variances and serial covariances from discrete observations |
| Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 291-306 |
| Asiasana: | STOCK PRICES FINANCIAL MODELS MATHEMATICAL ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | An assessment of estimation problems related to price discreteness. A discrete price model. Estimator efficiency. Price-change variances. The Appendix covers maximum estimation and the mathematical results. Two Tables illustrate the study. |
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