Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
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Publication:5757826
DOI10.1111/j.1467-9876.2006.00534.xzbMath1490.62310MaRDI QIDQ5757826
Melvin J. Hinich, Chris Brooks
Publication date: 7 September 2007
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://centaur.reading.ac.uk/20509/1/20509.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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