Work

The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance An application to German stock returns

Year: 1997

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(96)00008-5

Author: Ralf Runde

Institution: TU Dortmund University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2015110411

FWCI: 4.185

Cites: 20

Cited by: 37

Related to: 10