Common periodic correlation features and the interaction of stocks and flows in daily airport data

Journal of Business and Economic Statistics

Volumn 25, Issue 1, 2007, Pages 21-32

  Haldrup, Niels ^a   Hylleberg, Svend ^a   Pons, Gabriel ^b   Sansó, Andreu ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c UNIVERSITAT DE LES ILLES BALEARS   (Spain)

Author keywords

Cointegration; Common features; High frequency data; Periodic autoregression; Seasonality

Indexed keywords

EID: 33846097125     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500106000000459     Document Type: Article

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