EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
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Publication:3379407
DOI10.1142/S0219024906003433zbMath1137.91457MaRDI QIDQ3379407
Costas Siriopoulos, Catherine Kyrtsou, Alexandros Leontitsis
Publication date: 6 April 2006
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91B84: Economic time series analysis
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