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An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices
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SYSNO 0434888 Title An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices Author(s) Baruník, Jozef (UTIA-B) [E] RID, ORCID
Dvořáková, S. (CZ)Corespondence/senior Baruník, Jozef - Korespondující senior autor Source Title Economic Modelling. Roč. 45, č. 1 (2015), s. 193-206. - : Elsevier Document Type Článek v odborném periodiku Grant GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic Language eng Country NL Keywords fractional cointegration * long memory * range * volatility * daily high and low prices URL http://library.utia.cas.cz/separaty/2014/E/barunik-0434888.pdf Permanent Link http://hdl.handle.net/11104/0239121
Number of the records: 1