Work

Robustness of the Ljung-Box Test and its Rank Equivalent

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.443560

Author: Patrick J. Burns

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1587684816

Cites: 13

Cited by: 55

Related to: 10