Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
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Publication:3368195
DOI10.2202/1558-3708.1017zbMath1078.91567MaRDI QIDQ3368195
Svetlozar T. Rachev, Stefan Mittnik, Jeong-Ryeol Kim
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.583.4827
91B84: Economic time series analysis
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