Temporal aggregation in time-series

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional

Original language	English
Title of host publication	Econometric analysis of financial markets
Editors	J. Kaehler, P. Kugler
Place of Publication	Heidelberg
Publisher	Physica-Verlag
Pages	11-22
Number of pages	12
ISBN (Print)	3790807400
Publication status	Published - 1994
Externally published	Yes

Name	Studies in empirical economics

Cite this

@inbook{4f2cb9cf278641ae99efc0d033f3e9a9,

title = "Temporal aggregation in time-series",

author = "F.C. Drost",

note = "Pagination: 12",

year = "1994",

language = "English",

isbn = "3790807400",

series = "Studies in empirical economics",

publisher = "Physica-Verlag",

pages = "11--22",

editor = "J. Kaehler and P. Kugler",

booktitle = "Econometric analysis of financial markets",

address = "Germany",

}