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Testing time reversibility without moment restrictions

, , and . Journal of Econometrics, 95 (1): 199--218 (March 2000)

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ARCH modeling in finance: A review of the theory and empirical evidence, , and . Journal of Econometrics, (1991)ARCH modeling in finance : A review of the theory and empirical evidence, , and . Journal of Econometrics, 52 (1-2): 5--59 (00 1992)Advances in Econometrics. Volume 20, Part 1, chapter Modeling the Asymmetry of Stock Movements Using Price Ranges, page 231--257. JAI, (2006)Testing time reversibility without moment restrictions, , and . Journal of Econometrics, 95 (1): 199--218 (March 2000)