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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test for conditional symmetry in time series models |
scientific article; zbMATH DE number 1625294 |
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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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