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subject:"vecm"
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Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
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On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
-
2011
Persistent link: https://www.econbiz.de/10009424223
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