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)