Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price
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Publication:2397479
DOI10.1515/strm-2016-0010zbMath1362.62185OpenAlexW2602203421MaRDI QIDQ2397479
Ben Zheng, Hong Miao, Piotr S. Kokoszka
Publication date: 22 May 2017
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/strm-2016-0010
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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