Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Laurence S. Copeland ; Peijie Wang
| Year of publication: |
1993
|
|---|---|
| Authors: | Copeland, Laurence S. |
| Other Persons: | Wang, Peijie (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 43.1993, 1, p. 1-4
|
| Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | US-Dollar | US dollar | USA | United States | Saisonale Schwankungen | Seasonal variations | 1976-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001151890