Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … heteroscedasticity, seasonality.
JEL Clscascsscssciscfscisccscasctsciscoscnsc: C12, C2, C22,
∗CREATES, School of Economics and Management … Economics University of The Balearic
Islands, Ctra. Valldemossa km 7.5, 07122, Spain. E-mail: andreu.sanso@uib.es. Niels Hal …