Using Irregularly Spaced Returns to Estimate Multi-factor...

European Journal of Finance 2006 / 10 Vol. 12; Iss. 6-7

Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data

Veiga, Álvaro, Souza, Leonardo R.
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Volume:
12
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470600763489
Date:
October, 2006
File:
PDF, 485 KB
english, 2006
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