The time–covariance function
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference4 articles.
1. Intertemporal cross dependence in securities daily returns and the short-run intervaling effect on systematic risk;Hawawini;Journal of Finance and Quantitative Analysis,1980
2. The time-variance relationship: Evidence on autocorrelation in common stock returns;Schwartz;Journal of Finance,1977
3. Random walk of stock prices: A test of the time–variance function;Young;Econometrica,1971
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Light and energy based therapeutics for genitourinary syndrome of menopause: Consensus and controversies;Lasers in Surgery and Medicine;2017-02
2. The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications;Journal of Financial Research;1980-06
3. Temporal aggregation and the estimation of the market price of risk;Economics Letters;1980-01
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