Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
| Year of publication: |
2006
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Farhat, Abdeljelil ; Hallin, Marc |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 130.2006, 1, p. 123-142
|
| Publisher: |
Elsevier |