A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties |
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
0 references
0 references
0 references
0 references
0 references
