Stable mixture GARCH models
| Autor: | Broda, Simon A., Haas, Markus, Krause, Jochen, Paolella, Marc S., Steude, Sven C. |
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| Zdroj: | In Journal of Econometrics February 2013 172(2):292-306 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Broda, Simon A., Haas, Markus, Krause, Jochen, Paolella, Marc S., Steude, Sven C. |
|---|---|
| Zdroj: | In Journal of Econometrics February 2013 172(2):292-306 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect