Spectral analysis of stock market prices-Reference-Cited by-同舟云学术

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Spectral analysis of stock market prices

Published:1979-07 Issue:2 Volume:3 Page:201-208
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Bertoneche Marc L.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference12 articles.

1. Econometrics: Statistical foundations and applications;Dhrymes,1970

2. Design and use of computer simulation models;Emshoff,1970

3. Foundations of finance;Fama,1976

4. Distribution-free tests in time series based on breaking of records;Foster;Journal of the Royal Statistical Society B,1954

5. Spectral analysis of economic time-series;Granger,1964

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