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
0 citas en
0 citas en
Items in Dadun are protected by copyright, with all rights reserved, unless otherwise indicated.