A Note on the Effect of Seasonal Dummies on the Periodogram Regression
Year of publication: |
1996-01-01
|
---|---|
Authors: | Ooms, M. ; Hassler, U. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | long memory | seasonal adjustment |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 9629-/A |
Source: |
-
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks
Voges, Michelle, (2017)
-
Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu, (2017)
-
Seasonality robust local whittle estimation
Wingert, Simon, (2020)
- More ...
-
A seasonal periodic long memory model for monthly river flows
Ooms, M., (1998)
-
Ooms, M., (1999)
-
Flexible Seasonal Long Memory and Economic Time Series
Ooms, M., (1995)
- More ...