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

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2018
Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?
Rajaguru, G., O'Neill, M. & Abeysinghe, T., 15 Jun 2018, In: Econometrics. 6, 2, 24 p., 31.
Research output: Contribution to journal › Article › Research › peer-review

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