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© 2019 Walter de Gruyter GmbH, Berlin/Boston. A flexible multivariate model of a time-varying joint distribution of asset returns is developed which allows for regime switching and a joint skew-normal distribution. A suite of tests for linear and no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______363::c28d9cc7cf97ec1ce51a0e810dd035f4
https://hdl.handle.net/10453/139992
https://hdl.handle.net/10453/139992
