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
Publisher:
World Scientific
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.
Statistics and impact
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