A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:45, 8 February 2024
scientific article; zbMATH DE number 6156808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties |
scientific article; zbMATH DE number 6156808 |
Statements
A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (English)
0 references
23 April 2013
0 references
contiguity
0 references
GARCH-SM model
0 references
goodness-of-fit
0 references
local power
0 references
residual law
0 references
