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SEASONAL INTEGRATION FOR DAILY DATA - MaRDI portal

SEASONAL INTEGRATION FOR DAILY DATA (Q4432537)

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scientific article; zbMATH DE number 1997194
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English
SEASONAL INTEGRATION FOR DAILY DATA
scientific article; zbMATH DE number 1997194

    Statements

    title
    SEASONAL INTEGRATION FOR DAILY DATA (English)
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    author
    Akira Tokihisa
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    Shigeyuki Hamori
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    publication date
    27 October 2003
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    zbMATH Keywords
    seasonal unit roots
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    asymptotic distribution
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    stock markets
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    Identifiers

    DOI
    10.1081/ETC-100103822
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    zbMATH DE Number
    1997194
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    OpenAlex ID
    W2151016553
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