Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)
| Year of publication: |
2007
|
|---|---|
| Authors: | Wu, C.C. ; Lee, Jack C. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 24.2007, 2, p. 329-349
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