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Latest revision as of 08:42, 12 July 2024

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Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
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    Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (English)
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    4 August 2016
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    Bayesian expectile regression
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    Bayesian quantile regression
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    double two-piece family
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    foreign exchange return
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    Markov chain Monte Carlo
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