Journal Article
Variation and Efficiency of High-Frequency Betas
Journal of Econometrics
Author(s)
Congshan Zhang
Jia Li
Viktor Todorov
George Tauchen
Date Published:
2022
Citations:
Zhang, Congshan, Jia Li,
Viktor Todorov
, George Tauchen. 2022. Variation and Efficiency of High-Frequency Betas.
Journal of Econometrics
. (156-175)