Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data.

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Author(s)

Caporale, G.M. (Guglielmo M.)

Gil-Alana, L.A. (Luis A.)

Nazarski, M. (Mike)

Keywords

Materias Investigacion::Economía y Empresa

Collections

Working Papers (Fac. de Económicas y Empresariales)

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