A consistent test for conditional symmetry in time series models (Q5939174): Difference between revisions

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Latest revision as of 09:54, 30 July 2024

scientific article; zbMATH DE number 1625294
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English
A consistent test for conditional symmetry in time series models
scientific article; zbMATH DE number 1625294

    Statements

    A consistent test for conditional symmetry in time series models (English)
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    4 October 2001
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    empirical distribution function
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    Brownian motion
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    nonlinear time series
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    skewness
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    ARCH
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    GARCH
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    conditional symmetry
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    asymptotically distribution free
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