Testing conditional asymmetry : a residual-based approach
Year of publication: |
2012
|
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Authors: | Lambert, Philippe ; Laurent, Sébastien ; Veredas, David |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 8, p. 1229-1247
|
Subject: | Conditional asymmetry | Residuals | Wald | Runs | Theorie | Theory | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model |
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