A consistent test for conditional symmetry in time series models (Q5939174)
From MaRDI portal
scientific article; zbMATH DE number 1625294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test for conditional symmetry in time series models |
scientific article; zbMATH DE number 1625294 |
Statements
A consistent test for conditional symmetry in time series models (English)
0 references
4 October 2001
0 references
empirical distribution function
0 references
Brownian motion
0 references
nonlinear time series
0 references
skewness
0 references
ARCH
0 references
GARCH
0 references
conditional symmetry
0 references
asymptotically distribution free
0 references
0 references
0 references
0 references
