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Violetta Dalla

- Department of Economics

1, Sofokleous Str

Athens, GR- 10559

Greece

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Scholarly Papers (1)

1.

Robust Tests for White Noise and Cross-Correlation

Cowles Foundation Discussion Paper No. 2194R
Number of pages: 89 Posted: 02 Apr 2020
- Department of Economics, Queen Mary and University of Auckland Business School
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Citation 1

Abstract:

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Serial correlation, Cross-correlation, Heteroskedasticity, Martingale differences