Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005
Berlin, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk … ˜Okonomischer Prozesse" and SFB 649 \Economic Risk". Yang’s research was also partially supported
by NSF grants DMS 9971186, DMS … order trends, but is obviously seasonal. Following
the de-seasonalization procedure of Yang and Tschernig (2002), the sample …