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Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures - MaRDI portal

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Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures

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Publication:6574659

DOI10.1002/ASMB.2062MaRDI QIDQ6574659

Author name not available (Why is that?)

Publication date: 18 July 2024

Published in: (Search for Journal in Brave)




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