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Testing conditional asymmetry: A residual-based approach

Bibliographic reference Lambert, Philippe ; Laurent, Sébastien ; Veredas, David. Testing conditional asymmetry: A residual-based approach. In: Journal of Economic Dynamics and Control, Vol. 36, no. 8, p. 1229-1247 (2012)
Permanent URL http://hdl.handle.net/2078.1/127119