On residual empirical processes of GARCH-SM models: application to conditional symmetry tests
DOI10.1111/J.1467-9892.2008.00580.XzbMATH Open1199.62011OpenAlexW1481284698MaRDI QIDQ3552849FDOQ3552849
Authors: Mohamed Lemdani, Elias Ould Saïd, N. Laïb 
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00580.x
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Cited In (4)
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
- Change point detection in copula ARMA-GARCH models
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