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~subject:"Conditional asymmetry"
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Conditional asymmetry
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Lambert, Philippe
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Testing conditional asymmetry : a residual-based approach
Lambert, Philippe
;
Laurent, Sébastien
;
Veredas, David
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1229-1247
Persistent link: https://www.econbiz.de/10009655696
Saved in:
2
Testing conditional asymmetry: A residual-based approach
Lambert, Philippe
;
Laurent, Sébastien
;
Veredas, David
- In:
Journal of Economic Dynamics and Control
36
(
2012
)
8
,
pp. 1229-1247
the innovations and, in a second step, tests for conditional asymmetry are performed on generalized
residuals
through …
Persistent link: https://www.econbiz.de/10011051952
Saved in:
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