Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data.
Keywords: 
Materias Investigacion::Economía y Empresa
Issue Date: 
2006
Publisher: 
World Scientific
ISBN: 
9789812706287
Citation: 
Gil Alana, Luis A.; Nazarski, Mike; Caporale, Guglielmo M. Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data. Advances in Quantitative Finance and Accounting, 2006, vol. 5, pp. 23-50.

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1188475175_wp_Gil_Alana_04.pdf
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