Stochastic seasonality and daily financial time series

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Stochastic growth

Binder, M.
Pesaran, M.H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.88(CU-DAE-WP--9615) / BLDSC - Br...

Time series programme

Wilson, P.A
Southampton Univ. (United Kingdom). Dept. of Ship Science

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:8258.9254(SSSU--30) / BLDSC - Britis...

Seasonality in continuous time models

Chambers, M.J
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--446) / BLDSC - B...

Seasonality, stock returns and the macroeconomy

Priestley, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-06) / BLDSC - British L...

The seasonal cycle in the UK economy

Caporale, G.M
National Inst. of Economic and Social Research, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--32) / BLDSC - Bri...

A survey of seasonality in UK macroeconomic variables

Osborn, D
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DES-DP-ES--219) / BLDSC...

Seasonality in continuous time econometric models

Chambers, M.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3739.0605(R000221195) / BLDSC - Briti...

An analysis of seasonality in the UK equity market

Thomas, S.H
Psaradakis, Z.
Clare, A.D.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

Available from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93/367) / BLDSC - Briti...

Seasonal and cyclical long-memory in time series

Arteche, J.M.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN025779 / BLDSC - British Library D...

Economic statistics monthly

National Assembly for Wales, Cardiff (United Kingdom). Statistical Directorate

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8447.5935(8/2001) / BLDSC - British L...

Seasonality in dynamic regression models

Harvey, A.
Scott, A
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--93-266) / BL...

Forecasting seasonal UK consumption components

Clements, M.
Smith, J.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(479) / BLDSC - British Libra...

Intraweek and intraday seasonalities in stock market risk premia Cash vs futures

Yadav, P.
Pope, P.F
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(SU-DAF-WP--91/029) / BLDSC...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Stochastic growth

Binder, M.
Pesaran, M.H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.88(CU-DAE-WP--9615) / BLDSC - Br...

Time series programme

Wilson, P.A
Southampton Univ. (United Kingdom). Dept. of Ship Science

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:8258.9254(SSSU--30) / BLDSC - Britis...

Seasonality in continuous time models

Chambers, M.J
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--446) / BLDSC - B...

Seasonality, stock returns and the macroeconomy

Priestley, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-06) / BLDSC - British L...

The seasonal cycle in the UK economy

Caporale, G.M
National Inst. of Economic and Social Research, London (United Kingdom)

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.532(NIESR-DP--32) / BLDSC - Bri...

A survey of seasonality in UK macroeconomic variables

Osborn, D
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DES-DP-ES--219) / BLDSC...

Seasonality in continuous time econometric models

Chambers, M.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3739.0605(R000221195) / BLDSC - Briti...

An analysis of seasonality in the UK equity market

Thomas, S.H
Psaradakis, Z.
Clare, A.D.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

Available from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93/367) / BLDSC - Briti...

Seasonal and cyclical long-memory in time series

Arteche, J.M.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN025779 / BLDSC - British Library D...

Economic statistics monthly

National Assembly for Wales, Cardiff (United Kingdom). Statistical Directorate

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8447.5935(8/2001) / BLDSC - British L...

Seasonality in dynamic regression models

Harvey, A.
Scott, A
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.442(STICERD-DP-EM--93-266) / BL...

Forecasting seasonal UK consumption components

Clements, M.
Smith, J.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(479) / BLDSC - British Libra...

Intraweek and intraday seasonalities in stock market risk premia Cash vs futures

Yadav, P.
Pope, P.F
Strathclyde Univ., Glasgow (United Kingdom). Dept. of Accounting and Finance

January 1990

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.21465(SU-DAF-WP--91/029) / BLDSC...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Taylor, A.R.
Busetti, F.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Heteroscedasticity in financial time series

Ruiz Ortega, E

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:DX191786 / BLDSC - British Library Do...

Stochastic growth

Binder, M.
Pesaran, M.H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.88(CU-DAE-WP--9615) / BLDSC - Br...

Time series programme

Wilson, P.A
Southampton Univ. (United Kingdom). Dept. of Ship Science

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:8258.9254(SSSU--30) / BLDSC - Britis...

Stochastic seasonality and daily financial time series

Abstract

Extracted data

Stochastic seasonality and daily financial time series

Abstract

Extracted data

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