Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?
Year of publication: |
2017
|
---|---|
Authors: | Abeysinghe, Tilak |
Other Persons: | O'Neill, Michael (contributor) ; Rajaguru, Gulasekaran (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kausalanalyse | Causality analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Finanzmarkt | Financial market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (47 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2908818 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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