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Mixture and regime-switching GARCH models


Paolella, Marc S; Haas, Markus (2012). Mixture and regime-switching GARCH models. In: Bauwens, Luc; Hafner, Christian M; Laurent, Sebastian. Handbook of volatility models and their applications. Hoboken, NJ: Wiley, 71-102.

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Item Type:Book Section, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:June 2012
Deposited On:20 Feb 2012 15:22
Last Modified:05 Apr 2016 15:24
Publisher:Wiley
Series Name:Wiley handbooks in financial engineering and econometrics
Number:3
ISBN:978-0-470-87251-2
Publisher DOI:https://doi.org/10.1002/9781118272039.ch3
Related URLs:http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470872519.html (Publisher)
http://onlinelibrary.wiley.com/book/10.1002/9781118272039 (Publisher)
Other Identification Number:merlin-id:4508

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