Spectral analysis of stock data series and evidence of day-of-the-week effects (Q4789609)
From MaRDI portal
scientific article; zbMATH DE number 1854089
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral analysis of stock data series and evidence of day-of-the-week effects |
scientific article; zbMATH DE number 1854089 |
Statements
Spectral analysis of stock data series and evidence of day-of-the-week effects (English)
0 references
10 April 2003
0 references
daily return
0 references
day-of-week effects
0 references
periodogram
0 references
maximum entropy
0 references