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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter, (1980)
Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R., (1971)
Dynamic misspecification and serial correlation
Balestra, Pietro, (1982)
Identifying the liquidity effect : the case of nonborrowed reserves
Thornton, Daniel L., (1996)
Financial innovation, deregulation and the "credit view" of monetary policy
Thornton, Daniel L., (1994)
Does the Fed's new policy of immediate disclosure affect the market?