Normal mixture GARCH(1,1): applications to exchange rate modelling
| Year of publication: |
2006
|
|---|---|
| Authors: | Alexander, Carol ; Lazar, Emese |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 21.2006, 3, p. 307-336
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