Moment condition failure in high frequency financial data
Subtitle: evidence from the S&P 500
By: A. Abhyankar, L.S. Copeland and W. Wong.
Contributors: Copeland, Laurence S.; Wong, W.
Series: Discussion paper series / University of Stirling, Department of Accountancy and Finance -- no.94/05
Publisher: University of Stirling, Dept. of Accountancy and Finance
Published: 1994
Place of publication: Stirling
Language: eng