Detecting asymmetries in observed linear time series and unobserved disturbances
Jeong-Ryeol Kim; Stefan Mittnik; Svetlozar T. Rachev
Year of publication: |
1996 ; [Elektronische Ressource]
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Authors: | Kim, Jeong-Ryeol ; Mittnik, Stefan ; Rachev, Svetlozar T. |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 1.1996, 3, p. 131-143
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