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Xixin Cheng
Publication Activity (10 Years)
Years Active: 2011-2011
Publications (10 Years): 0
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Publications
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Xixin Cheng
,
Wai Keung Li
,
Philip L. H. Yu
,
Xuan Zhou
,
Chao Wang
,
P. H. Lo
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis.
Comput. Stat. Data Anal.
55 (9) (2011)