The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance An application to German stock returns

✍ Scribed by Ralf Runde

• Book ID: 108432761
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 436 KB
• Volume: 78
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/s0304-4076(97)80010-3