Non-linear properties of conditional returns under scale mixtures

Stergios B. Fotopoulos, Venkata K. Jandhyala, Kim-Heng Chen. Non-linear properties of conditional returns under scale mixtures. Computational Statistics & Data Analysis, 51(6):3041-3056, 2007. [doi]

Authors

Stergios B. Fotopoulos

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Venkata K. Jandhyala

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Kim-Heng Chen

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