On residual empirical processes of GARCH-SM models: application to conditional symmetry tests
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 2148871 (Why is no real title available?)
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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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