long-run equilibrium relationship between high and low prices. Further, the estimated fractional differencing parameter is …

long-run equilibrium relationship between high and low prices. Further, the estimated fractional differencing parameter is …

Contrary to the common wisdom that asset prices are barely possible to forecast, we show that that high and low prices … autoregressive model with error correction (FVECM). This model captures two fundamental patterns of high and low prices: their …

Contrary to the common wisdom that asset prices are hardly possible to forecast, we show that high and low prices of … autoregressive model with error correction (FVECM). This model captures two fundamental patterns of high and low prices: their …

Contrary to the common wisdom that asset prices are barely possible to forecast, we show that high and low prices of … autoregressive model with error correction (FVECM). This model captures two fundamental patterns of high and low prices: their …