Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
Work
Year: 2005
Type: article
Source: Journal of Econometrics
Institutions Northwestern University, Instituto Tecnológico Autónomo de México, University of Essex, University of Iowa
Cites: 55
Cited by: 89
Related to: 10
FWCI: 0.643
Citation percentile (by year/subfield): 96.49
Subfield: Finance
Domain: Social Sciences
Open Access status: closed