The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance an application to German stock returns
| Year of publication: |
1997
|
|---|---|
| Authors: | Runde, Ralf |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 78.1997, 2, p. 205-216
|
| Publisher: |
Elsevier |