Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures

Publisher： John Wiley & Sons Inc

E-ISSN： 1526-4025|1524-1904|5|584-608

ISSN： 1524-1904

Source： APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Vol.1524-1904, Iss.5, 2015-09, pp. : 584-608

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