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A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming, (2010)
Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming, (2011)
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Galbraith, John W., (2009)