An empirical model of fractionally cointegrated daily high...

Economic Modelling 2015 / 02 Vol. 45

An empirical model of fractionally cointegrated daily high and low stock market prices

Baruník, Jozef, Dvořáková, Sylvie
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Volume:
45
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.11.024
Date:
February, 2015
File:
PDF, 1.18 MB
english, 2015
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