Work

Testing for Autocorrelation Using a Modified Box‐Pierce Q Test

Year: 2001

Type: article

Source: International Economic Review

DOI: 10.1111/1468-2354.00106

Authors: Ignacio Lobato, John C. Nankervis, N. E. Savin

Institutions: Instituto Tecnológico Autónomo de México, University of Surrey, University of Iowa

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2089529150

FWCI: 5.682

Cites: 28

Cited by: 104

Related to: 10