Cointegration in high frequency data (Q2044337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in high frequency data |
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Cointegration in high frequency data (English)
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9 August 2021
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cointegration
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deflation
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high frequency data
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Itô-semimartingale
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residual based test
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truncation
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unit root test
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