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.