Work

Econometric Modeling of Multivariate Irregularly-Spaced High-Frequency Data

Year: 2000

Type: article

Author: Jeffrey R. Russell

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W93027189

FWCI: 2.743

Cites: 24

Cited by: 101

Related to: 10