English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51896/87052 (60%)
Visitors : 8465313      Online Users : 340
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72534


    Title: Moment condition failure in high frequency financial data: evidence from the S&P 500
    Authors: Abyankar, A.;Copeland, L. S.;黃文光;Wong, W
    Contributors: 淡江大學財務金融學系
    Date: 1995-08
    Issue Date: 2011-10-24 10:32:25 (UTC+8)
    Publisher: Routledge
    Relation: Applied Economics Letters 2(8), pp.288-290
    DOI: 10.1080/135048595357258
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

    Files in This Item:

    File Description SizeFormat
    1350-4851_2(8)_p288-290.pdf83KbAdobe PDF197View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback