Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
2014 ◽
Vol 31
(5)
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pp. 584-608
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Keyword(s):
2011 ◽
Vol 55
(1)
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pp. 852-862
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2010 ◽
Vol 54
(12)
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pp. 2883-2898
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2018 ◽
Vol 22
(3)
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pp. 65-88
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