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A BOOTSTRAP APPROACH TO TEST THE CONDITIONAL SYMMETRY IN TIME SERIES MODELS
Alonso, Alicia Pérez - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2006
This paper discusses how to test for conditional symmetry in time seriesregression models. To that end, we utilize the … Bai and Ng test. We also examinethe performance of some popular (unconditional) symmetry tests for observationswhen …
Persistent link: https://www.econbiz.de/10005212555
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Are business cycles asymmetric? Some European evidence
Giménez, Amado Peiró - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1997
Economic thought has ofien regal'ded business cycles as asymmetric. This papel' examines the existence of asymmetries over the business cycle in three European countries: France, Germany and the United Kingdom. To analyze this issue, industrial production in these countries from 1957 to 1994 is...
Persistent link: https://www.econbiz.de/10008550410
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La propiedad de simetría en los rendimientos financieros diarios españoles
Giménez, Amado Peiró - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1996
This paper analyses the symmetry of daily returns in the Madrid stock market and in the exchange rates of the peseta …
Persistent link: https://www.econbiz.de/10008602614
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SKEWNESS IN INDIVIDUAL STOCKS AT DIFFERENT FREQUENCIES
Peiró, Amado - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2001
This paper examines the (a)symmetry of twenty-four individual stock returns at different frequencies: daily, weekly and …
Persistent link: https://www.econbiz.de/10005515809