Cointegration in high frequency data (Q2044337)
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scientific article; zbMATH DE number 7379673
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cointegration in high frequency data |
scientific article; zbMATH DE number 7379673 |
Statements
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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0.7995668053627014
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0.7967086434364319
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0.7945828437805176
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0.7856722474098206
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0.7815489768981934
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