Conditional symmetry test based on empirical characteristic function

Author:

Chen Feifei1,Liang Feng1,Jiang Qing1

Affiliation:

1. Center for Statistics and Data Science, Beijing Normal University, Zhuhai, People's Republic of China

Funder

National Natural Science Foundation of China

Guangdong Basic and Applied Basic Research Foundation

Publisher

Informa UK Limited

Reference43 articles.

1. A Consistent Test for Conditional Symmetry in Time Series Models;Bai J.;Journal of Econometrics,2001

2. Risk Forecasting in (T)GARCH Models with Uncorrelated Dependent Innovations;Beckers B.;Quantitative Finance,2017

3. Uncorrelated Dependent Random Variables;Behboodian J.;Mathematics Magazine,1978

4. Continuous Mapping Approach to the Asymptotics of U- and V-statistics;Beutner E.;Bernoulli,2014

5. On Adaptive Estimation;Bickel P.J.;The Annals of Statistics,1982

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