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Robustness of the Ljung-Box Test and its Rank Equivalent

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References

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2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
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1999CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles166 cited

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2021Value-at-Risk Analysis for Measuring Stochastic Volatility of Stock Returns: Using GARCH-Based Dynamic Conditional Correlation Model23 cited
2025Evaluating the impacts of earthquake disasters on the building construction sector: a SARIMA-based counterfactual analysis8 cited

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