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Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
Brännäs, Kurt, (2004)
Theory and Methods - On Additive Conditional Quantiles With High-Dimensional Covariates
Gooijer, Jan G.De, (2003)
Advances in the statistical sciences : Festschrift in honor of Prof. V. M. Joshi's 70th birthday
MacNeill, Ian B.,