Título:

Tests for Stochastic Seasonality Applied to Daily Financial Time Series

Autores:

Andrew Clare (U Reading)
Isabel Andrade (U Southampton)
R. J. O' Brien (U Southampton)
S. H. Thomas (U Southampton)

Revista:

Manchester School

Ano:

1999

Volume:

67

Páginas:

39-59

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
C52 - Model Evaluation and Selection