Počet záznamů: 1
An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices
SYS 0434888 LBL 02011^^^^^2200313^^^450 005 20240103205021.8 014 $a 84918787787 $2 SCOPUS 014 $a 000349589900019 $2 WOS 017 70
$a 10.1016/j.econmod.2014.11.024 $2 DOI 100 $a 20141120d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices 215 $a 14 s. 463 -1
$1 001 cav_un_epca*0250391 $1 011 $a 0264-9993 $e 1873-6122 $1 200 1 $a Economic Modelling $v Roč. 45, č. 1 (2015), s. 193-206 $1 210 $c Elsevier 610 0-
$a fractional cointegration 610 0-
$a long memory 610 0-
$a range 610 0-
$a volatility 610 0-
$a daily high and low prices 700 -1
$3 cav_un_auth*0242028 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 80% $a Baruník $b Jozef $p UTIA-B $z A $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
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Počet záznamů: 1