Estimating daily seasonals in financial time series : The use of high-pass spectral filters
| Year of publication: |
1993
|
|---|---|
| Authors: | Copeland, Laurence S. ; Wang, Peijie |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 43.1993, 1, p. 1-4
|
| Publisher: |
Elsevier |