Does systematic sampling preserve granger causality with an application to high frequency financial data?
10.3390/econometrics6020031
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2020
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/174600 |
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| Institution: | National University of Singapore |