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

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    BARUNÍK, J., DVOŘÁKOVÁ, S. An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices. Economic Modelling. 2015, 45(1), 193-206. ISSN 0264-9993. E-ISSN 1873-6122. Available: https://doi.org/10.1016/j.econmod.2014.11.024.
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