Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Jean-Marie Dufour (), Abdeljelil FARHAT () and Marc Hallin ()

Journal of Econometrics, 2006, vol. 130, issue 1, pages 123-142

Date: 2006

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Related works:
Working Paper: Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (2005)
Working Paper: Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series (2005)
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