Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Guglielmo Maria Caporale; Luis A. Gil-Alana; Mike Nazarski
Year of publication: |
2007
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. ; Nazarski, Mike |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 5.2007, p. 23-50
|
Saved in:
Saved in favorites
Similar items by person
-
Caporale, Guglielmo Maria, (2007)
-
Caporale, Guglielmo Maria, (2004)
-
Caporale, Guglielmo Maria, (2004)
- More ...