Spectral analysis of stock data series and evidence of day-of-the-week effects (Q4789609)
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scientific article; zbMATH DE number 1854089
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| 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)
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10 April 2003
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daily return
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day-of-week effects
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periodogram
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maximum entropy
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0.7261029481887817
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0.7148231267929077
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0.7112597823143005
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0.6961705088615417
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