Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns

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Journal of Mathematical Finance

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"Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns"
written by James B. McDonald, Richard A. Michelfelder,
published by Journal of Mathematical Finance, Vol.7 No.1, 2017

has been cited by the following article(s):

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