Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data

Economic Notes

Volumn 30, Issue 2, 2001, Pages 205-234

  Beltratti, Andrea ^a   Morana, Claudio ^b  

^a BOCCONI UNIVERSITY   (Italy)

^b UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 28244484926     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2001.00054.x     Document Type: Article

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