Detecting Serial Dependence in Tail Events

Authors
Publication date 2003
Journal Economics Letters
Volume | Issue number 97 | 3
Pages (from-to) 319-324
Number of pages 5
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0165-1765(03)00023-5
Published at http://www.sciencedirect.com/science/article/pii/S0165176503000235
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