Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?

Gulasekaran Rajaguru, Michael O'Neill, Tilak Abeysinghe

Research output: Contribution to journal › Article › Research › peer-review

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2017
Does systematic sampling preserve granger causality with an application to high frequency financial data?
Rajaguru, G., Abeysinghe, T. & O'Neill, M., 2017.
Research output: Contribution to conference › Presentation › Research › peer-review

Open Access
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160 Downloads (Pure)