Publication detail

An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices

Author(s): doc. PhDr. Jozef Baruník Ph.D., Sylvie Dvořáková
Type: Articles in journals with impact factor
Year: 2015
Number: 0
ISSN / ISBN:
Published in: Economic Modelling, 45, pp. 193–206, download here: PDF
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Abstract:
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