1  Testing the stable Paretian assumption
M. S. Paolella
Mathematical and Computer Modelling
Volume 34, Issues 9-11, November 2001, Pages 1095-1112
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2 Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution
Pilsun Choi , ,  and Kiseok Nam
Journal of Empirical Finance
Volume 15, Issue 1, January 2008, Pages 41-63
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