Detecting intraday periodicities with application to high frequency exchange rates
| Year of publication: |
2006
|
|---|---|
| Authors: | Brooks, Chris ; Hinich, Melvin J. |
| Published in: |
Journal of the Royal Statistical Society / C. - London : Royal Statistical Society, ISSN 0035-9254, ZDB-ID 1476894x. - Vol. 55.2006, 2, p. 241-260
|