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"Comparison of nonnested asymmetric heteroskedastic models."

Cathy W. S. Chen, Richard Gerlach, Mike K. P. So (2006)

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DOI: 10.1016/J.CSDA.2006.07.025

access: closed

type: Journal Article

metadata version: 2020-02-18

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Cathy W. S. Chen, Richard Gerlach, Mike K. P. So:
Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. 51(4): 2164-2178 (2006)

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