"Quantile three-factor model with heteroskedasticity, skewness, and ..."

Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So (2023)

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DOI: 10.1016/J.CSDA.2023.107702

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type: Journal Article

metadata version: 2023-09-30

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Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So:
Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. Comput. Stat. Data Anal. 182: 107702 (2023)

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