Cite
HARVARD Citation
Kan, R. et al. (2017). Modeling non-normality using multivariate t: implications for asset pricing. China finance review international. 7 (1), pp. 2-32. [Online].
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Kan, R. et al. (2017). Modeling non-normality using multivariate t: implications for asset pricing. China finance review international. 7 (1), pp. 2-32. [Online].