Stable mixture GARCH models
| Year of publication: |
2013
|
|---|---|
| Authors: | Broda, Simon A. ; Haas, Markus ; Krause, Jochen ; Paolella, Marc S. ; Steude, Sven C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 2, p. 292-306
|