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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~subject:"Estimation"
~subject:"Finanzmarkt"
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Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
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