Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis

Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So. Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. Computational Statistics & Data Analysis, 182:107702, June 2023. [doi]

Abstract

Abstract is missing.