Masking of volatility by seasonal adjustment methods

Hayat, Aziz and Bhatti, M Ishaq 2013, Masking of volatility by seasonal adjustment methods, Economic Modelling, vol. 33, pp. 676-688.

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Title Masking of volatility by seasonal adjustment methods
Author(s) Hayat, Aziz
Bhatti, M Ishaq
Journal name Economic Modelling
Volume number 33
Start page 676
End page 688
Total pages 13
Publisher Elsevier BV
Place of publication Amsterdam, Netherlands
Publication date 2013
ISSN 0264-9993
1873-6122
Keyword(s) Seasonality
TRAMO–SEATS
X-12 ARIMA
Variability
Under-estimation
Seasonal adjustments
Language eng
Field of Research 140305 Time-Series Analysis
Socio Economic Objective 970101 Expanding Knowledge in the Mathematical Sciences
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2013, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30061582

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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