"Skew exponential power stochastic volatility model for analysis of ..."

Genya Kobayashi (2016)

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DOI: 10.1007/S00180-015-0596-4

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type: Journal Article

metadata version: 2020-06-30

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Genya Kobayashi:
Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. Comput. Stat. 31(1): 49-88 (2016)

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