Timeline for Control for non-synchronous trading in correlations
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 30, 2017 at 15:57 | vote | accept | Mike Haye | ||
| Apr 29, 2017 at 12:10 | answer | added | Mike Haye | timeline score: 4 | |
| Apr 29, 2017 at 10:05 | comment | added | Mike Haye | @rbm I've contacted the authors now, will clarify when I get a response :) Thanks. at noob2 thanks! | |
| Apr 28, 2017 at 16:01 | history | tweeted | twitter.com/StackQuant/status/857988033932644356 | ||
| Apr 28, 2017 at 12:37 | comment | added | rbm | I'd also consider contacting the authors directly - the paper is from 2013, I'm sure they'd be happy to clarify. (also didyou check the webside with datasets for the paper? econ.yale.edu/~af227/data_library.htm ) | |
| Apr 28, 2017 at 12:27 | comment | added | nbbo2 | The classic papers on nonsynch beta are Scholes teach.business.uq.edu.au/courses/FINM6905/files/module-2/… and Dimson econpapers.repec.org/article/eeejfinec/… | |
| Apr 28, 2017 at 11:10 | history | asked | Mike Haye | CC BY-SA 3.0 |