Table 4 Test statistics for homoscedasticity.

From: The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets

 

Ljung-Box

Box-Pierce

Breusch-Pagan

SPY

42.493***

42.297***

0.000***

IYR

10.136***

10.090***

0.000***

  1. *** indicates significance at the 1% level.
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