A Long Memory Model with Normal Mixture GARCH
| Year of publication: |
2011
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Chung, Sang-Kuck |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 38.2011, 4, p. 517-540
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