Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data
AUTOR(ES)
Veiga, Alvaro
FONTE
Fundação Getulio Vargas
DATA DE PUBLICAÇÃO
30/06/2003
RESUMO
pt
ACESSO AO ARTIGO
http://hdl.handle.net/10438/676Documentos Relacionados
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