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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
Cover Image
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