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Our data says that the document:

Rustam, Ibragimov ; Zhimin, Chen. (2019) One country, two systems? The heavy-tailedness of Chinese A- and H- share markets.
In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

Full description at Econpapers

cites:

Davis, R.A. ; Mikosch, T. Limit theory for the sample ACF of stationary process with heavy tails with applications to ARCH. 1998 Ann. Stat.. 26 2049-2080

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