Pages that link to "Item:Q1362039"
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The following pages link to On the robustness of nonlinearity tests to moment condition failure (Q1362039):
Displaying 13 items.
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Testing non-linearities in world stock market prices (Q1676594) (← links)
- Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
- Estimation of the maximal moment exponent with censored data (Q4787647) (← links)
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- Testing asymmetry in financial time series (Q5440109) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500) (← links)
- Time-irreversibility test for random-length time series: the matching-time approach applied to DNA (Q6558732) (← links)
