A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
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- Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Emory Economics 0806, Department of Economics, Emory University (Atlanta).
References listed on IDEAS
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More about this item
KeywordsEntropy; Kernel; Metric; Nonparametric; Symmetry; Time series;
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