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.
Additional indexing
Item Type: | Book Section, refereed, original work |
---|---|
Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
Dewey Decimal Classification: | 330 Economics |
Scopus Subject Areas: | Social Sciences & Humanities > General Economics, Econometrics and Finance |
Language: | English |
Date: | June 2012 |
Deposited On: | 20 Feb 2012 15:22 |
Last Modified: | 23 Jan 2022 20:21 |
Publisher: | Wiley |
Series Name: | Wiley handbooks in financial engineering and econometrics |
Number: | 3 |
ISBN: | 978-0-470-87251-2 |
OA Status: | Closed |
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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Authors, Affiliations, Collaborations
University of Zurich, Zurich, Switzerland

Christian-Albrechts-Universität zu Kiel, Kiel, Germany
Source of ORCID ID: Author