On residual empirical processes of GARCH‐SM models: application to conditional symmetry tests
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DOI: 10.1111/j.1467-9892.2008.00580.x
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References listed on IDEAS
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- Laïb Naâmane & Lemdani Mohamed & Ould Saïd Elias, 2013. "A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties," Statistics & Risk Modeling, De Gruyter, vol. 30(1), pages 75-104, March.
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