Work

Estimating the Variances of Autocorrelations Calculated from Financial Time Series

Year: 1984

Type: article

Source: Journal of the Royal Statistical Society Series C (Applied Statistics)

DOI: 10.2307/2347707

Author: Stephen J. Taylor

Institution: Lancaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W59232796

FWCI: 5.209

Cites: 13

Cited by: 32

Related to: 10