JMF> Vol.7 No.1, February 2017

Brigham Young University, Provo, USA
Rutgers University, USA

 

Copyright © 2017 James B. McDonald, Richard A. Michelfelder et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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McDonald, J. and Michelfelder, R. (2017) Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns. Journal of Mathematical Finance, 7, 219-237. doi: 10.4236/jmf.2017.71012.

 

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