A consistent test for conditional symmetry in time series models (Q5939174): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:43, 4 March 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 |
Statements
A consistent test for conditional symmetry in time series models (English)
0 references
4 October 2001
0 references
empirical distribution function
0 references
Brownian motion
0 references
nonlinear time series
0 references
skewness
0 references
ARCH
0 references
GARCH
0 references
conditional symmetry
0 references
asymptotically distribution free
0 references
