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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/10001381835
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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/10001219989
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Die Autokorrelation von Aktienkursen
Krämer, Walter; Runde, Ralf - 1990
Persistent link: https://www.econbiz.de/10000854739
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Testing for autocorrelation among common stock returns
Krämer, Walter - In: Statistical papers 32 (1991) 4, pp. 269-361
Persistent link: https://www.econbiz.de/10001279108
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Chaos and the compass rose
Krämer, Walter - In: Economics letters 54 (1997) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10001222070
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Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter - In: Econometric analysis of financial markets, (pp. 1-10). 1994
Persistent link: https://www.econbiz.de/10001284440
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Estimation of unimodal densities based on the fQ-System
Scheffner, Axel; Runde, Ralf - In: Statistical papers 44 (2003) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10001744682
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - In: Empirical economics : a journal of the Institute for … 25 (2000) 4, pp. 665-671
Persistent link: https://www.econbiz.de/10001542144