This preview shows page 1. Sign up to view the full content.
Unformatted text preview: Irregular Temporal Spacing: ﬁxed intervals (Wide VS Narrow). Interpolation will introduce spurious correlations due to non-synchronous trading. ...
View Full Document
This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.
- Summer '10