Joseph Mezrich

Salomon Smith Barney, Inc., U.S.

director of quantitative research

New York, NY 10013

United States

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Scholarly Papers (1)

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Correlations and Volatilities of Asynchronous Data

UCSD Economics Discussion Paper 97-30
Posted: 04 Mar 1998
Patrick Burns, Robert F. Engle and Joseph Mezrich
Burns Statistics, New York University - Leonard N. Stern School of Business - Department of Economics and Salomon Smith Barney, Inc., U.S.

Abstract:

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