A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192)
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scientific article; zbMATH DE number 6156808
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| 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)
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23 April 2013
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contiguity
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GARCH-SM model
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goodness-of-fit
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local power
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residual law
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0.8639307022094727
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0.8008291721343994
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0.7971426248550415
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0.7971426248550415
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0.7968561053276062
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