Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
| Year of publication: |
2008
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|---|---|
| Authors: | Li, Xiao-Ming ; Xu, Qing |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 1-3, p. 213-228
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