On residual empirical processes of GARCH-SM models: application to conditional symmetry tests

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Publication:3552849

DOI10.1111/j.1467-9892.2008.00580.xzbMath1199.62011OpenAlexW1481284698MaRDI QIDQ3552849

Mohamed Lemdani, Elias Ould Saïd, Naâmane 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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