A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties

DOI10.1524/strm.2012.1082zbMath1271.62100OpenAlexW241069233MaRDI QIDQ4918192

Elias Ould Saïd, Mohamed Lemdani, Naâmane Laïb

Publication date: 23 April 2013

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2012.1082

zbMATH Keywords

contiguitygoodness-of-fitlocal powerresidual lawGARCH-SM model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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