Detecting intraday periodicities with application to high frequency exchange rates
Year of publication: |
2006
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Authors: | Brooks, Chris ; Hinich, Melvin J. |
Published in: |
Journal of the Royal Statistical Society / C. - London : Royal Statistical Society, ISSN 0035-9254, ZDB-ID 1476894x. - Vol. 55.2006, 2, p. 241-260
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