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~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Baruník, Jozef"
~person:"Chun, Sun Eae"
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Aktienindex
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Cointegration
2
Kointegration
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Stock index
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Daily high and low prices
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Baruník, Jozef
Chun, Sun Eae
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An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
2
Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
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