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Latest revision as of 02:42, 6 July 2024

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Smooth transition quantile capital asset pricing models with heteroscedasticity
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    Smooth transition quantile capital asset pricing models with heteroscedasticity (English)
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    11 January 2013
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    Bayesian inference
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    CAPM
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    GARCH
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    quantile regression
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    skewed-Laplace distribution
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    smooth transition
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