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Estimating Daily Seasonality in Foreign Exchange Rate Changes
Copeland, L.S., (1994)
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency: Baillie and Bollerslev revisited
Moore, M.J., (1995)
Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Abhyankar, A., (1997)