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Ljung-Box

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Trading Systems

Part of the book series: Perspectives in Business Culture ((PEPIBC))

Abstract

In a sense the Ljung-Box test is the insurance policy we were looking for in the previous chapter.

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Notes

  1. 1.

    http://en.wikipedia.org/wiki/Ljung-Box_test

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Correspondence to Renato Di Lorenzo .

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© 2013 Springer-Verlag Italia

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Di Lorenzo, R. (2013). Ljung-Box. In: Trading Systems. Perspectives in Business Culture. Springer, Milano. https://doi.org/10.1007/978-88-470-2706-0_8

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