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A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
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Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10003813144
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Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10011818340
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Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86
Persistent link: https://www.econbiz.de/10008170379
Cover Image
A generalized asymmetric Student- distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10008433401
Cover Image
Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10008890777