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Estimating daily seasonals in financial time series: The use of high-pass spectral filters

✍ Scribed by Laurence S. Copeland; Peijie Wang

Book ID: 116101722
Publisher: Elsevier Science
Year: 1993
Tongue: English
Weight: 224 KB
Volume: 43
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(93)90124-u

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