Comparison of nonnested asymmetric heteroskedastic models

Cathy W. S. Chen, Richard Gerlach, Mike K. P. So. Comparison of nonnested asymmetric heteroskedastic models. Computational Statistics & Data Analysis, 51(4):2164-2178, 2006. [doi]

Authors

Cathy W. S. Chen

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Richard Gerlach

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Mike K. P. So

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