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).

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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
Date Deposited: 04 Dec 2007
Last Modified: 27 Mar 2014 18:20
Publisher: University of Southampton
URI: http://eprints.soton.ac.uk/id/eprint/32891

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