Signal regression models for location, scale and shape with an application to stock returns

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9876|67|3|665-686

ISSN: 0035-9254

Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES C (APPLIED STATISTICS), Vol.67, Iss.3, 2018-04, pp. : 665-686

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Abstract