0434888 - ÚTIA 2016 RIV NL eng J - Journal Article
Baruník, Jozef - Dvořáková, S.
An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices.
Economic Modelling. Roč. 45, č. 1 (2015), s. 193-206. ISSN 0264-9993. E-ISSN 1873-6122
R&D Projects: GA ČR(CZ) GBP402/12/G097
Keywords : fractional cointegration * long memory * range * volatility * daily high and low prices
Subject RIV: AH - Economics
Impact factor: 0.997, year: 2015 ; AIS: 0.324, rok: 2015
Result website:
http://library.utia.cas.cz/separaty/2014/E/barunik-0434888.pdf

DOI: https://doi.org/10.1016/j.econmod.2014.11.024
Permanent Link: http://hdl.handle.net/11104/0239121