Modeling fractional cointegration between high and low stock prices in Asian countries
Alia Afzal, Philipp Sibbertsen
| Year of publication: |
2021
|
|---|---|
| Authors: | Afzal, Alia ; Sibbertsen, Philipp |
| Subject: | FVECM | Fractional integration | Long-run relationship | Cointegration | Forecasts | HAR | ARFIMA | DM | Convergence | Kointegration | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätzung | Estimation | Asien | Asia | ARMA-Modell | ARMA model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01784-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490321