Krämer, WalterRunde, Ralf2004-12-062004-12-061998http://hdl.handle.net/2003/487610.17877/DE290R-15019We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.enUniversitätsbibliothek Dortmund310report