Anempirical model of daily highs and lows
Year of publication: |
2006
|
---|---|
Authors: | Cheung, Yin-Wong |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Börsenkurs | Aktienindex | Kointegration | Wertpapierhandel | Börsenumsatz | Schätzung | USA | high | low open | close | trading volume | VECM model |
Series: | CESifo Working Paper ; 1695 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 510038859 [GVK] hdl:10419/19159 [Handle] |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
Source: |
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An Empirical Model of Daily Highs and Lows
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