On a dynamic mixture GARCH model
Year of publication: |
2009
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Authors: | Cheng, Xixin ; Yu, Philip L.H. ; Li, W.K. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 3, p. 247-265
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