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Working papers
Working Paper
Jing Huang
Subject(s)
Management sciences, decision sciences and quantitative methods
Keyword(s)
Quantile regression; Model-selection; Least angle regression;
JEL Code(s)
C400
Subject(s)
Management sciences, decision sciences and quantitative methods
Keyword(s)
Semi-parameteric; Skew-elliptical
JEL Code(s)
C460