Detecting serial dependence in tail events : a test dual to the BDS test
Cees Diks
| Year of publication: |
2003
|
|---|---|
| Authors: | Diks, Cees G. H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 3, p. 319-324
|
| Subject: | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Theorie | Theory | Korrelation | Correlation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755276