Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Guglielmo Maria Caporale; Luis A. Gil-Alana; Mike Nazarski
| Year of publication: |
2007
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. ; Nazarski, Mike |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 5.2007, p. 23-50
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009924767