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 |
|---|---|
| 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 |
