Testing financial time series for autocorrelation: Robust Tests
Autocorrelación en series de tiempo financieras: pruebas robustas
| dc.creator | MURIEL TORRERO, NELSON OMAR; 472072 | |
| dc.creator | Muriel Torrero, Nelson Omar | |
| dc.date.accessioned | 2022-06-24T20:49:19Z | |
| dc.date.accessioned | 2023-07-19T00:13:48Z | |
| dc.date.available | 2022-06-24T20:49:19Z | |
| dc.date.available | 2023-07-19T00:13:48Z | |
| dc.date.created | 2022-06-24T20:49:19Z | |
| dc.date.issued | 2019 | |
| dc.identifier | http://ri.ibero.mx/handle/ibero/6225 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/7618868 | |
| dc.language | eng | |
| dc.relation | https://www.ssoar.info/ssoar/bitstream/handle/document/71214/ssoar-cienciaergo-2020-3-muriel_torrero-Testing_financial_time_series_for.pdf?sequence=1&isAllowed=y&lnkname=ssoar-cienciaergo-2020-3-muriel_torrero-Testing_financial_time_series_for.pdf | |
| dc.rights | http://creativecommons.org/licenses/by-nc-nd/4.0 | |
| dc.rights | openAccess | |
| dc.source | Ciencia Ergo-Sum : revista científica multidisciplinaria de la Universidad Autónoma del Estado de México (ISSN 1405-0269), Vol. 27, No. 3 (2020), pp. 376-391. | |
| dc.title | Testing financial time series for autocorrelation: Robust Tests | |
| dc.title | Autocorrelación en series de tiempo financieras: pruebas robustas | |
| dc.type | Artículo |