SEASONAL INTEGRATION FOR DAILY DATA
介绍了分析一般频率时间序列数据的计量方法，并提出了分析日度经济变量的框架，最后应用于股票市场交易量。
This paper has two purposes: it introduces the econometric methods used to analyze time series data with general frequency and presents a framework for analyzing economic variables that are measured daily; this special case is then applied to the trading volume of stock markets.