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The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance. An application to German stock returns
Runde, Ralf - In: Journal of econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10006792592
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Peaks or tails - What distinguishes financial data?
Krämer, Walter; Runde, Ralf - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 665-672
Persistent link: https://www.econbiz.de/10006281182
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Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly?
Krämer, Walter; Runde, Ralf - In: Empirical economics : a journal of the Institute for … 22 (1997) 4, pp. 637
Persistent link: https://www.econbiz.de/10006309851
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ARTICLES - Testing for Zero Autocorrelation when the Innovations Belong to the Normal Domain of Attraction of a Cauchy Law
Runde, Ralf - In: Econometric theory 15 (1999) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10006989372
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Testing for unit roots in the context of misspecified logarithmic random walks
Kramer, Walter; Davies, Laurie - In: Economics letters 74 (2002) 3, pp. 313-320
Persistent link: https://www.econbiz.de/10006770153