Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
Year of publication: |
2007
|
---|---|
Authors: | Kim, Jeong-Ryeol ; Mittnik, Stefan ; Rachev, Svetlozar |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 1.2007, 3, p. 131-143
|
Publisher: |
Berkeley Electronic Press |
Subject: | Symmetry | Multivariate symmetry | Symmetry test | Characteristic symmetry function | Spectral |
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Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
Kim, Jeong-Ryeol, (1996)
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Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
Kim, Jeong-Ryeol, (1996)
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Multivariate symmetry via projection pursuit
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