Studies in Nonlinear Dynamics and Econometrics. 2013;17(5):-. doi: 10.1515/snde-2012-0021 Q40.72025

Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns

具有重尾误差中状态转换偏度的随机波动率模型用于汇率收益率

DOI: 10.1515/snde-2012-0021

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