The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns
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Publication:1362496
DOI10.1016/S0304-4076(96)00008-5zbMath1030.62538MaRDI QIDQ1362496
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
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Cites Work
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