Non-linear properties of conditional returns under scale mixtures
| Year of publication: |
2007
|
|---|---|
| Authors: | Fotopoulos, Stergios B. ; Jandhyala, Venkata K. ; Chen, Kim-Heng |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 6, p. 3041-3056
|
| Publisher: |
Elsevier |