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Seasonal unit roots in daily financial time series

Record type: Monograph (Discussion Paper)

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Citation

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).

More information

Published date: January 1996

Identifiers

Local EPrints ID: 32891
URI: http://eprints.soton.ac.uk/id/eprint/32891
PURE UUID: 8dc1a6e5-d947-48cb-9345-4e97e7b3fc18

Catalogue record

Date deposited: 04 Dec 2007
Last modified: 17 Jul 2017 15:54

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Contributors

Author: I. C. Andrade
Author: A. D. Clare
Author: R. J. O'Brien
Author: S. H. Thomas

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