Browsing by Subject Fractional Integration; Seasonality; Long Memory; Day of the Week Effects;
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2004 | Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data | Caporale, GM; Gil-Alana, LA; Nazarski, M |