Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)
| Year of publication: |
2007
|
|---|---|
| Authors: | Wu, C.C. ; Lee, Jack C. |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 24.2007, 2, p. 329-349
|
| Publisher: |
Elsevier |