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Smooth transition quantile capital asset pricing models with heteroscedasticity
Chen, Cathy W. S.
;
Lin, Simon
;
Yu, Philip L. H.
- In:
Computational economics
40
(
2012
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10009627520
Saved in:
2
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
Chen, Cathy W. S.
;
Lin, Simon
;
Yu, Philip L. H.
- In:
Computational economics
40
(
2012
)
1
,
pp. 19-49
Persistent link: https://www.econbiz.de/10009977722
Saved in:
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