Dongming Zhu

Peking University

HSBC School of Business

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics

Number of pages: 39 Posted: 05 Nov 2009

John W. Galbraith and Dongming Zhu

McGill University - Department of Economics and Peking University

Downloads 409 (154,160)

Citation 9

Abstract:

2.

Forecasting Expected Shortfall with a Generalized Asymmetric Student-T Distribution

CIRANO - Scientific Publications Paper No. 2009s-24

Number of pages: 19 Posted: 12 Nov 2009

Dongming Zhu and John W. Galbraith

Peking University and McGill University - Department of Economics

Downloads 203 (318,948)

Citation 5

Abstract:

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