Does systematic sampling preserve granger causality with an application to high frequency financial data?

10.3390/econometrics6020031

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Bibliographic Details
Main Authors:	Rajaguru G., O’neill M., Abeysinghe T.
Other Authors:	DEAN'S OFFICE (LKY SCH OF PUBLIC POLICY)
Format:	Article
Published:	2020
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/174600
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-174600
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spelling	sg-nus-scholar.10635-1746002024-11-10T02:11:43Z Does systematic sampling preserve granger causality with an application to high frequency financial data? Rajaguru G. O’neill M. Abeysinghe T. DEAN'S OFFICE (LKY SCH OF PUBLIC POLICY) 10.3390/econometrics6020031 Econometrics 6 2 31 2020-09-08T03:23:32Z 2020-09-08T03:23:32Z 2018 Article Rajaguru G., O’neill M., Abeysinghe T. (2018). Does systematic sampling preserve granger causality with an application to high frequency financial data?. Econometrics 6 (2) : 31. ScholarBank@NUS Repository. https://doi.org/10.3390/econometrics6020031 2225-1146 https://scholarbank.nus.edu.sg/handle/10635/174600 Unpaywall 20200831
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	10.3390/econometrics6020031
author2	DEAN'S OFFICE (LKY SCH OF PUBLIC POLICY)
author_facet	DEAN'S OFFICE (LKY SCH OF PUBLIC POLICY) Rajaguru G. O’neill M. Abeysinghe T.
format	Article
author	Rajaguru G. O’neill M. Abeysinghe T.
spellingShingle	Rajaguru G. O’neill M. Abeysinghe T. Does systematic sampling preserve granger causality with an application to high frequency financial data?
author_sort	Rajaguru G.
title	Does systematic sampling preserve granger causality with an application to high frequency financial data?
title_short	Does systematic sampling preserve granger causality with an application to high frequency financial data?
title_full	Does systematic sampling preserve granger causality with an application to high frequency financial data?
title_fullStr	Does systematic sampling preserve granger causality with an application to high frequency financial data?
title_full_unstemmed	Does systematic sampling preserve granger causality with an application to high frequency financial data?
title_sort	does systematic sampling preserve granger causality with an application to high frequency financial data?
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/174600
_version_	1821201731902504960

Does systematic sampling preserve granger causality with an application to high frequency financial data?

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