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 |
| 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: | 11 Mar 2020 22:35 |
| 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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Paolella, Marc S