-
1
-
-
0142078641
-
A Pearson's test for symmetry with an application to the Spanish business cycle
-
Belaire-Franch J. Contreras D. A Pearson's test for symmetry with an application to the Spanish business cycle Spanish Economic Review 4 2002 221-238
-
(2002)
Spanish Economic Review
, vol.4
, pp. 221-238
-
-
Belaire-Franch, J.1
Contreras, D.2
-
3
-
-
0041778792
-
Can portmanteau nonlinearity tests serve as general mis-specification tests? Evidence from symmetric and asymmetric GARCH models
-
Brooks C. Henry Ó.T. Can portmanteau nonlinearity tests serve as general mis-specification tests? Evidence from symmetric and asymmetric GARCH models Economics Letters 67 2000 245-251
-
(2000)
Economics Letters
, vol.67
, pp. 245-251
-
-
Brooks, C.1
Henry, Ó.T.2
-
4
-
-
25744441952
-
Testing conditional symmetry with an application to financial returns
-
Working paper, Institute for Social Sciences and Philosophy, Academia Sinica, Taiwan
-
Chen, Y.-T., 2001. Testing conditional symmetry with an application to financial returns. Working paper, Institute for Social Sciences and Philosophy, Academia Sinica, Taiwan.
-
(2001)
-
-
Chen, Y.-T.1
-
5
-
-
0036408145
-
Time irreversibility and EGARCH effects in US stock index returns
-
Chen Y.-T. Kuan C.-M. Time irreversibility and EGARCH effects in US stock index returns Journal of Applied Econometrics 17 2002 565-578
-
(2002)
Journal of Applied Econometrics
, vol.17
, pp. 565-578
-
-
Chen, Y.-T.1
Kuan, C.-M.2
-
7
-
-
84993924525
-
Measuring and testing the impact of news on volatility
-
Engle R.F. Ng V. Measuring and testing the impact of news on volatility Journal of Finance 48 1993 1749-1778
-
(1993)
Journal of Finance
, vol.48
, pp. 1749-1778
-
-
Engle, R.F.1
Ng, V.2
-
9
-
-
0142110246
-
Higher-order residual analysis for simple bilinear and threshold autoregressive models with the TR test
-
P. Rothman (Ed.), Norwell: Kluwer Academic Press
-
Rothman P. Higher-order residual analysis for simple bilinear and threshold autoregressive models with the TR test In: Rothman P. (Ed.), Nonlinear Time Series Analysis of Economic and Financial Data 1999 357-367 Kluwer Academic Press Norwell
-
(1999)
Nonlinear Time Series Analysis of Economic and Financial Data
, pp. 357-367
-
-
Rothman, P.1
|