Seasonal integration for daily data
Year of publication: |
2001
|
---|---|
Authors: | Tokihisa, Akira ; Hamori, Shigeyuki |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 20.2001, 2, p. 187-200
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Saisonkomponente | Seasonal component | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market | Schätzung | Estimation | Japan | 1997 |
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