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Testing financial time series for autocorrelation: Robust Tests

Autocorrelación en series de tiempo financieras: pruebas robustas

dc.contributor.authorMuriel Torrero, Nelson Omar
dc.creatorMURIEL TORRERO, NELSON OMAR; 472072
dc.date.accessioned2022-06-24T20:49:19Z
dc.date.available2022-06-24T20:49:19Z
dc.date.issued2019
dc.identifier.urihttp://ri.ibero.mx/handle/ibero/6225
dc.formatpdfes_MX
dc.language.isoenges_MX
dc.relation.urihttps://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.pdfes_MX
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0es_MX
dc.sourceCiencia Ergo-Sum : revista científica multidisciplinaria de la Universidad Autónoma del Estado de México (ISSN 1405-0269), Vol. 27, No. 3 (2020), pp. 376-391.es_MX
dc.subject.classificationCIENCIAS FÍSICO MATEMÁTICAS Y CIENCIAS DE LA TIERRAes_MX
dc.titleTesting financial time series for autocorrelation: Robust Testses_MX
dc.titleAutocorrelación en series de tiempo financieras: pruebas robustas
dc.typeArtículoes_MX
dc.type.conacytarticlees_MX
dc.identificator1es_MX
dc.rights.accesopenAccesses_MX
dc.audiencegeneralPublices_MX


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