Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2006
community and academia.
The CFS Working Paper Series presents the result of scientific research on selected
topics in the …
Swiss Banking Institute, University of Zurich
CFS Working Paper No. 2006/09
Multivariate Normal Mixture GARCH*
Markus … proposed in Haas, Mittnik, and Paolella (2004a, an earlier version has also
been published as CFS Working Paper 2002/10). One …