articleTop 1% cited
Estimating betas from nonsynchronous data
Journal of Financial Economics · 1977 · Vol. 5(3) · pp. 309–327
Myron S. Scholes✉(University of Chicago)Joseph Williams(University of Chicago)
Financial Risk and Volatility ModelingStock Market Forecasting MethodsFinancial Markets and Investment StrategiesEstimatorEconometricsOrdinary least squaresEconomicsSecurity marketEconometric modelLeast-squares function approximationFinancial economicsStatisticsMathematics
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References
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Econometrica · 1973 · 6,715 citations
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