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CSDA
2011

Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis

7 years 9 months ago
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Xixin Cheng, W. K. Li, Philip L. H. Yu, Xuan Zhou,
Added 27 Aug 2011
Updated 27 Aug 2011
Type Journal
Year 2011
Where CSDA
Authors Xixin Cheng, W. K. Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo
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