寻找:1、 Scholes, M. and J. Williams, 1977, Estimating betas from nonsynchronous data, Journal of Financial Economics 5, 309-327. 2、 Dimson, E., 1979, Risk measurement when shares are subject to infrequent trading, Journal of Financial Economics 7, 197-216.
提供文献或者有效下载链接均可。谢谢
[此贴子已经被作者于2005-10-15 9:54:21编辑过]