Stochastic properties of time-averaged financial data: Explanation and empirical demonstration using monthly stock prices

Financial Review

Volumn 36, Issue 3, 2001, Pages 175-190

  Wilson, Jack W ^a   Jones, Charles P ^a   Lundstrum, Leonard L ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Averaged data; Stochastic properties; Time series

Indexed keywords

EID: 84889812359     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2001.tb00025.x     Document Type: Article

References (13)

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