Testing conditional asymmetry: A residual-based approach
Copyright policy ) Lambert, Philippe; Laurent, Sébastien; Veredas, Davis;
Testing conditional asymmetry: A residual-based approach
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Belgium, Netherlands
- Maastricht University Netherlands
- University of Liège Belgium
- Université Libre de Bruxelles Belgium
- Katholieke Universiteit Leuven Belgium
- Centre national de la recherche scientifique France
Residuals, Physique, chimie, mathématiques & sciences de la terre, SYMMETRY, Runs, Conditional asymmetry, TIME-SERIES MODELS, conditional asymmetry, Wald, Mathématiques, residuals, Physical, chemical, mathematical & earth Sciences, runs, Economie, SKEWNESS, STABLE-DISTRIBUTIONS, Mathematics, Statistical methods; risk measures
Residuals, Physique, chimie, mathématiques & sciences de la terre, SYMMETRY, Runs, Conditional asymmetry, TIME-SERIES MODELS, conditional asymmetry, Wald, Mathématiques, residuals, Physical, chemical, mathematical & earth Sciences, runs, Economie, SKEWNESS, STABLE-DISTRIBUTIONS, Mathematics, Statistical methods; risk measures
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