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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Spectral analysis of stock data series and evidence of day-of-the-week effects
scientific article; zbMATH DE number 1854089

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    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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