Assymetry Test, Jiang etal, 2018
General info
A test of general asymmetric dependence
Lei Jiang, Esfandiar Maasoumi, Jiening Pan, Ke Wu
J Applied Econometrics 2018, 33, 1026–1043
Data and code
Data and code (R) available from publisher's site.
A test of general asymmetric dependence
Lei Jiang, Esfandiar Maasoumi, Jiening Pan, Ke Wu
J Applied Econometrics 2018, 33, 1026–1043
Data and code (R) available from publisher's site.
Athanassios Stavrakoudis, Mon 6 May 2024