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Seasonal unit roots in daily financial time series

Seasonal unit roots in daily financial time series
Seasonal unit roots in daily financial time series
9602
University of Southampton
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.
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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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

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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: R. J. O'Brien
Author: S. H. Thomas

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