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On Asymmetric Market Model with Heteroskedasticity and Quantile Regression

Crossref DOI link: https://doi.org/10.1007/s10614-015-9550-3

Published Online: 2015-12-18

Published Print: 2017-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chen, Cathy W. S.

Li, Muyi

Nguyen, Nga T. H.

Sriboonchitta, Songsak
Funding

Funding for this research was provided by:

Ministry of Science and Technology, Taiwan (MOST 104-2410-H-035-004)

Ministry of Science and Technology, Taiwan (MOST 103-2118-M-035-002-MY2)

National Natural Science Foundation of China (NSFC) (No. 11301433)

Natural Science Foundation of Fujian Province of China (No. 2014J05010)
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