Seasonal unit roots in daily financial time series
Seasonal unit roots in daily financial time series
University of Southampton
Andrade, I. C.
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Clare, A. D.
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O'Brien, R. J.
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Thomas, S. H.
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January 1996
Andrade, I. C.
1fe93bf1-b439-4972-9bed-a773dee7e562
Clare, A. D.
1b9735f5-894c-4b70-9589-24ff619d9af8
O'Brien, R. J.
6d46f2be-6f1d-4bcd-9b94-baedee23ff22
Thomas, S. H.
569c1d6f-da5b-46e2-8149-a1a6924df2a0
Andrade, I. C., Clare, A. D., O'Brien, R. J. and Thomas, S. H.
(1996)
Seasonal unit roots in daily financial time series
(Discussion Papers in Economics and Econometrics, 9602)
Southampton, UK.
University of Southampton
Record type:
Monograph
(Discussion Paper)
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Published date: January 1996
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Local EPrints ID: 32891
URI: http://eprints.soton.ac.uk/id/eprint/32891
PURE UUID: 8dc1a6e5-d947-48cb-9345-4e97e7b3fc18
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Date deposited: 04 Dec 2007
Last modified: 11 Dec 2021 15:18
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Contributors
Author:
I. C. Andrade
Author:
A. D. Clare
Author:
S. H. Thomas
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