Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis.

Kai Y. K. Wang Cathy W. S. Chen Mike K. P. So

Published in: Comput. Stat. Data Anal. (2023)

Keyphrases

regularized kernel
portfolio selection
standard deviation
central limit theorem
information systems
data mining
genetic algorithm
feature selection
face recognition
bayesian networks
support vector
long term
text categorization
theoretical framework