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P. H. Lo

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2011
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Xixin Cheng, Wai Keung Li, Philip L. H. Yu, Xuan Zhou, Chao Wang, P. H. Lo:
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis. Comput. Stat. Data Anal. 55(9): 2590-2604 (2011)

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