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
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|---|---|
| Authors: | Runde, Ralf |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 78.1997, 2, p. 205-216
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