Seasonal unit roots in daily financial time series

Andrade, I. C., Clare, A. D., O'Brien, R. J. and Thomas, S. H. (1996) Seasonal unit roots in daily financial time series. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9602).


Full text not available from this repository.

Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HB Economic Theory
Divisions : University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 32891
Accepted Date and Publication Date:
January 1996Made publicly available
Date Deposited: 04 Dec 2007
Last Modified: 31 Mar 2016 11:59

Actions (login required)

View Item View Item