Haas, Markus
(2010):
Skew-normal mixture and markov-switching GARCH processes.
In: Studies in Nonlinear Dynamics & Econometrics, Vol. 14, No. 4: pp. 1-54
Item Type: | Journal article |
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Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
Subjects: | 500 Science > 510 Mathematics |
Language: | English |
Item ID: | 31201 |
Date Deposited: | 19. Dec 2016, 14:05 |
Last Modified: | 05. Jan 2017, 15:35 |