Multimodality in GARCH regression models
| Year of publication: |
2008
|
|---|---|
| Authors: | Doornik, Jurgen A. ; Ooms, Marius |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 24.2008, 3, p. 432-448
|