Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Cathy W. S. ; Lin, Simon ; Yu, Philip L. H. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 40.2012, 1, p. 19-49
|