On a dynamic mixture GARCH model
| Year of publication: |
2009
|
|---|---|
| Authors: | Cheng, Xixin ; Yu, Philip L.H. ; Li, W.K. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 3, p. 247-265
|