Author:
George Thomas J.,Kaul Gautam,Nimalendran M.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference29 articles.
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3. On the Theoretical Specification of the Sampling Properties of Autocorrelated Time Series;Bartlett;Journal of the Royal Statistical Society,1946
4. On the Estimation of Bid-Ask Spreads: Theory and Evidence
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