Multimodality in GARCH regression models
| Year of publication: |
2008
|
|---|---|
| Authors: | Doornik, Jurgen A. ; Ooms, Marius |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 24.2008, 3, p. 432-448
|
| Publisher: |
Elsevier |