Tests for Stochastic Seasonality Applied to Daily Financial Time Series
Andrew Clare,
Isabel Andrade,
R. J. O' Brien,
S. H. Thomas
Manchester School,
vol. 67, 1999, p. 39-59.
Is the UK Treasury Bill Rate a Good Proxy for expected inflation in the United Kingdom?
Isabel Andrade,
Andrew Clare
Economics Letters,
vol. 45, 1994, p. 335-341.