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
Publishing place:
Keywords:
JEL codes:
Suggested Citation:
Abstract:
March 2021
MonTueWedThuFriSatSun
1234567
891011121314
15161718192021
22232425262728
293031    

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance